feasible directions

On the Convergence to Stationary Points of Deterministic and Randomized Feasible Descent Directions Methods

  • Amir Beck
  • Nadav Hallak
    • Categories Constrained Nonlinear Optimization Tags , ,

    This paper studies the class of nonsmooth nonconvex problems in which the difference between a continuously differentiable function and a convex nonsmooth function is minimized over linear constraints. Our goal is to attain a point satisfying the stationarity necessary optimality condition, defined as the lack of feasible descent directions. Although elementary in smooth optimization, this … Read more

    Finding Second-Order Stationary Points in Constrained Minimization: A Feasible Direction Approach

  • Nadav Hallak
  • Marc Teboulle
    • Categories Constrained Nonlinear Optimization Tags , ,

    This paper introduces a method for computing points satisfying the second-order necessary optimality conditions in constrained nonconvex minimization. The method comprises two independent steps corresponding to the first and second order conditions. The first-order step is a generic closed map algorithm which can be chosen from a variety of first-order algorithms, making it The second-order … Read more