Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization

Q Lin, R Ma, Y Xu - Computational optimization and applications, 2022 - Springer
In this paper, an inexact proximal-point penalty method is studied for constrained
optimization problems, where the objective function is non-convex, and the constraint …

A Newton-CG based augmented Lagrangian method for finding a second-order stationary point of nonconvex equality constrained optimization with complexity …

C He, Z Lu, TK Pong - SIAM Journal on Optimization, 2023 - SIAM
In this paper we consider finding a second-order stationary point (SOSP) of nonconvex
equality constrained optimization when a nearly feasible point is known. In particular, we first …

Oracle complexity of single-loop switching subgradient methods for non-smooth weakly convex functional constrained optimization

Y Huang, Q Lin - Advances in Neural Information …, 2023 - proceedings.neurips.cc
We consider a non-convex constrained optimization problem, where the objective function is
weakly convex and the constraint function is either convex or weakly convex. To solve this …

Iteration complexity of a proximal augmented Lagrangian method for solving nonconvex composite optimization problems with nonlinear convex constraints

W Kong, JG Melo… - Mathematics of Operations …, 2023 - pubsonline.informs.org
This paper proposes and analyzes a proximal augmented Lagrangian (NL-IAPIAL) method
for solving constrained nonconvex composite optimization problems, where the constraints …

Algorithms for difference-of-convex programs based on difference-of-moreau-envelopes smoothing

K Sun, XA Sun - INFORMS Journal on Optimization, 2023 - pubsonline.informs.org
In this paper, we consider minimization of a difference-of-convex (DC) function with and
without linear equality constraints. We first study a smooth approximation of a generic DC …

An adaptive superfast inexact proximal augmented Lagrangian method for smooth nonconvex composite optimization problems

A Sujanani, RDC Monteiro - Journal of Scientific Computing, 2023 - Springer
This work presents an adaptive superfast proximal augmented Lagrangian (AS-PAL)
method for solving linearly-constrained smooth nonconvex composite optimization …

A proximal augmented Lagrangian method for linearly constrained nonconvex composite optimization problems

JG Melo, RDC Monteiro, H Wang - Journal of Optimization Theory and …, 2024 - Springer
This paper proposes and establishes the iteration complexity of an inexact proximal
accelerated augmented Lagrangian (IPAAL) method for solving linearly constrained smooth …

Dual Descent Augmented Lagrangian Method and Alternating Direction Method of Multipliers

K Sun, XA Sun - SIAM Journal on Optimization, 2024 - SIAM
Classical primal-dual algorithms attempt to solve by alternately minimizing over the primal
variable through primal descent and maximizing the dual variable through dual ascent …

Dual descent ALM and ADMM

K Sun, A Sun - arXiv preprint arXiv:2109.13214, 2021 - arxiv.org
Classical primal-dual algorithms attempt to solve $\max_ {\mu}\min_ {x}\mathcal {L}(x,\mu) $
by alternatively minimizing over the primal variable $ x $ through primal descent and …

Inexact proximal-point penalty methods for constrained non-convex optimization

Q Lin, R Ma, Y Xu - arXiv preprint arXiv:1908.11518, 2019 - arxiv.org
In this paper, an inexact proximal-point penalty method is studied for constrained
optimization problems, where the objective function is non-convex, and the constraint …