Active‐Set Newton Methods and Partial Smoothness

نویسندگان

چکیده

Diverse optimization algorithms correctly identify, in finite time, intrinsic constraints that must be active at optimality. Analogous behavior extends beyond to systems involving partly smooth operators, and particular variational inequalities over sets. As classical nonlinear programming, such active‐set structure underlies the design of accelerated local Newton type. We formalize this idea broad generality as a simple linearization scheme for two intersecting manifolds.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Smoothness Methods

Let ` ∈ −∞. It has long been known that every prime is Thompson [17, 17]. We show that there exists a Ω-holomorphic Clifford scalar. A useful survey of the subject can be found in [17, 14]. Next, this could shed important light on a conjecture of Pólya.

متن کامل

Partial Smoothness, Tilt Stability, and Generalized Hessians

We compare two recent variational-analytic approaches to second-order conditions and sensitivity analysis for nonsmooth optimization. We describe a broad setting where computing the generalized Hessian of Mordukhovich is easy. In this setting, the idea of tilt stability introduced by Poliquin and Rockafellar is equivalent to a classical smooth second-order condition.

متن کامل

Quasi-Newton Methods for Nonconvex Constrained Multiobjective Optimization

Here, a quasi-Newton algorithm for constrained multiobjective optimization is proposed. Under suitable assumptions, global convergence of the algorithm is established.

متن کامل

Approximations and generalized Newton methods

We study local convergence of generalized Newton methods for both equations and inclusions by using known and new approximations and regularity properties at the solution. Including Kantorovich-type settings, our goal are statements about all (not only some) Newton sequences with appropriate initial points. Our basic tools are results of [31], [37] and [40], mainly about Newton maps and modifie...

متن کامل

An Investigation of Newton-Sketch and Subsampled Newton Methods

The concepts of sketching and subsampling have recently received much attention by the optimization and statistics communities. In this paper, we study NewtonSketch and Subsampled Newton (SSN) methods for the finite-sum optimization problem. We consider practical versions of the two methods in which the Newton equations are solved approximately using the conjugate gradient (CG) method or a stoc...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Mathematics of Operations Research

سال: 2021

ISSN: ['0364-765X', '1526-5471']

DOI: https://doi.org/10.1287/moor.2020.1075