Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization
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 …
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 …
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 …
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
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 …
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
This paper proposes and analyzes a proximal augmented Lagrangian (NL-IAPIAL) method
for solving constrained nonconvex composite optimization problems, where the constraints …
for solving constrained nonconvex composite optimization problems, where the constraints …
Algorithms for difference-of-convex programs based on difference-of-moreau-envelopes smoothing
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 …
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 …
method for solving linearly-constrained smooth nonconvex composite optimization …
A proximal augmented Lagrangian method for linearly constrained nonconvex composite optimization problems
This paper proposes and establishes the iteration complexity of an inexact proximal
accelerated augmented Lagrangian (IPAAL) method for solving linearly constrained smooth …
accelerated augmented Lagrangian (IPAAL) method for solving linearly constrained smooth …
Dual Descent Augmented Lagrangian Method and Alternating Direction Method of Multipliers
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 …
variable through primal descent and maximizing the dual variable through dual ascent …
Inexact proximal-point penalty methods for constrained non-convex optimization
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 …
optimization problems, where the objective function is non-convex, and the constraint …