Active Set Identification for Linearly Constrained Minimization Without Explicit Derivatives
نویسندگان
چکیده
منابع مشابه
Active Set Identification for Linearly Constrained Minimization Without Explicit Derivatives
We consider active set identification for linearly constrained optimization problems in the absence of explicit information about the derivative of the objective function. We begin by presenting some general results on active set identification that are not tied to any particular algorithm. These general results are sufficiently strong that, given a sequence of iterates converging to a Karush–K...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2010
ISSN: 1052-6234,1095-7189
DOI: 10.1137/08073545x