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arxiv: 1807.03134 · v1 · pith:AUL3YC5Enew · submitted 2018-07-09 · 🧮 math.OC

Partial smoothness and constant rank

classification 🧮 math.OC
keywords partialsmoothnessalgorithmsconditionsfirst-orderactiveanalysesbasic
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The idea of partial smoothness in optimization blends certain smooth and nonsmooth properties of feasible regions and objective functions. As a consequence, the standard first-order conditions guarantee that diverse iterative algorithms (and post-optimality analyses) identify active structure or constraints. However, by instead focusing directly on the first-order conditions, the formal concept of partial smoothness simplifies dramatically: in basic differential geometric language, it is just a constant-rank condition. In this view, partial smoothness extends to more general mappings, such as saddlepoint operators underlying primal-dual splitting algorithms.

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