IDENTIFIABLE SURFACES IN CONSTRAINED OPTIMIZATION

被引:67
作者
WRIGHT, SJ
机构
[1] Argonne Natl Lab, Argonne, IL
关键词
CONSTRAINED OPTIMIZATION; ACTIVE SET IDENTIFICATION;
D O I
10.1137/0331048
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The concept of a ''class-C(p) identifiable surface'' of a convex set in Euclidean space is introduced. The paper shows how the smoothness of these surfaces is related to the smoothness of the projection operator and presents finite identification results for certain algorithms for minimization of a function over this set. The work uses a partially geometric view of constrained optimization to generalize previous finite dentification results.
引用
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页码:1063 / 1079
页数:17
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