On the accurate identification of active set for constrained minimax problems Original Research Article

In this paper, the problem of identifying the active constraints for constrained nonlinear programming and minimax problems at an isolated local solution is discussed. The correct identification of active constraints can improve the local convergence behavior of algorithms and considerably simplify algorithms for inequality constrained problems, so it is a useful adjunct to nonlinear optimization algorithms. Facchinei et al. [F. Facchinei, A. Fischer, C. Kanzow, On the accurate identification of active constraints, SIAM J. Optim. 9 (1998) 14–32] introduced an effective technique which can identify the active set in a neighborhood of a solution for nonlinear programming. In this paper, we first improve this conclusion to be more suitable for infeasible algorithms such as the strongly sub-feasible direction method and the penalty function method. Then, we present the identification technique of active constraints for constrained minimax problems without strict complementarity and linear independence. Some numerical results illustrating the identification technique are reported.