identification – Optimization Online

Identifiability, the KL property in metric spaces, and subgradient curves

Published: 2022/05/05

Nonsmooth Optimization active manifold, identification, KL property, partly smooth, subgradient descent, variational analysis

Identifiability, and the closely related idea of partial smoothness, unify classical active set methods and more general notions of solution structure. Diverse optimization algorithms generate iterates in discrete time that are eventually confined to identifiable sets. We present two fresh perspectives on identifiability. The first distills the notion to a simple metric property, applicable not … Read more

Identifying Activity

Published: 2009/01/17, Updated: 2011/01/13

Adrian Lewis

Stephen Wright

Constrained Nonlinear Optimization, Nonsmooth Optimization active set, composite optimization, constrained optimization, identification, mangasarian-fromovitz constraint qualification

Identification of active constraints in constrained optimization is of interest from both practical and theoretical viewpoints, as it holds the promise of reducing an inequality-constrained problem to an equality-constrained problem, in a neighborhood of a solution. We study this issue in the more general setting of composite nonsmooth minimization, in which the objective is a … Read more