Optimality, identifiability, and sensitivity

DOI10.1007/s10107-013-0730-4zbMath1301.49059arXiv1207.6628OpenAlexW2125329909MaRDI QIDQ463741

Adrian S. Lewis, Dmitriy Drusvyatskiy

Publication date: 17 October 2014

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.6628

zbMATH Keywords

sensitivitynormal coneoptimality conditionssubgradientidentifiabilityactive setprox-regularitycritical cone

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53)

Related Items (11)

Proximal methods avoid active strict saddles of weakly convex functions ⋮ Sensitivity Analysis for Mirror-Stratifiable Convex Functions ⋮ Partial Smoothness and Constant Rank ⋮ Newton acceleration on manifolds identified by proximal gradient methods ⋮ Infeasibility Detection with Primal-Dual Hybrid Gradient for Large-Scale Linear Programming ⋮ Optimality, identifiability, and sensitivity ⋮ Partial Smoothness of the Numerical Radius at Matrices Whose Fields of Values are Disks ⋮ On the interplay between acceleration and identification for the proximal gradient algorithm ⋮ Generic Minimizing Behavior in Semialgebraic Optimization ⋮ Active‐Set Newton Methods and Partial Smoothness ⋮ Proximal Gradient Methods with Adaptive Subspace Sampling

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