A Proximal Method for Identifying Active Manifolds

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.

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submitted, Computational Optimization and Applications

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