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 …
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 …
Lagrangian algorithms for solving nonconvex optimization problems with functional equality …
Strong variational sufficiency for nonlinear semidefinite programming and its implications
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 …
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
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 …
On the iteration complexity of smoothed proximal alm for nonconvex optimization problem with convex constraints
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 …
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 …
method for solving linearly-constrained smooth nonconvex composite optimization …
A unified primal-dual algorithm framework for inequality constrained problems
In this paper, we propose a unified primal-dual algorithm framework based on the
augmented Lagrangian function for composite convex problems with conic inequality …
augmented Lagrangian function for composite convex problems with conic inequality …
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 …