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A proximal method for identifying active manifolds. (English) Zbl 1170.90460
Summary: The minimization of an objective function over a constraint set can often be simplified if the “active manifold” of the constraints set can be correctly identified. In this work we present a simple subproblem, which can be used inside of any (convergent) optimization algorithm, that will identify the active manifold of a “prox-regular partly smooth” constraint set in a finite number of iterations.
MSC:
90C26Nonconvex programming, global optimization
References:
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