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 …

Complexity of single loop algorithms for nonlinear programming with stochastic objective and constraints

A Alacaoglu, SJ Wright - International Conference on …, 2024 - proceedings.mlr.press
We analyze the sample complexity of single-loop quadratic penalty and augmented
Lagrangian algorithms for solving nonconvex optimization problems with functional equality …

Strong variational sufficiency for nonlinear semidefinite programming and its implications

S Wang, C Ding, Y Zhang, X Zhao - SIAM Journal on Optimization, 2023 - SIAM
Strong variational sufficiency is a newly proposed property, which turns out to be of great
use in the convergence analysis of multiplier methods. However, what this property implies …

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 …

On the iteration complexity of smoothed proximal alm for nonconvex optimization problem with convex constraints

J Zhang, W Pu, ZQ Luo - arXiv preprint arXiv:2207.06304, 2022 - arxiv.org
It is well-known that the lower bound of iteration complexity for solving nonconvex
unconstrained optimization problems is $\Omega (1/\epsilon^ 2) $, which can be achieved …

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 unified primal-dual algorithm framework for inequality constrained problems

Z Zhu, F Chen, J Zhang, Z Wen - Journal of Scientific Computing, 2023 - Springer
In this paper, we propose a unified primal-dual algorithm framework based on the
augmented Lagrangian function for composite convex problems with conic inequality …

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 …