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

Author:

Lin QihangORCID,Ma Runchao,Xu Yangyang

Funder

National Science Foundation

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization

Reference82 articles.

1. Allen-Zhu, Z.: Natasha: Faster non-convex stochastic optimization via strongly non-convex parameter. In: Proceedings of the 34th International Conference on Machine Learning (ICML), pp. 89–97 (2017)

2. Attouch, H., Bolte, J., Redont, P., Soubeyran, A.: Proximal alternating minimization and projection methods for nonconvex problems: an approach based on the Kurdyka-łojasiewicz inequality. Math. Oper. Res. 35(2), 438–457 (2010)

3. Basu, K., Nandy, P.: Optimal convergence for stochastic optimization with multiple expectation constraints. arXiv preprint arXiv:1906.03401 (2019)

4. Bayandina, A., Dvurechensky, P., Gasnikov, A., Stonyakin, F., Titov, A.: Mirror descent and convex optimization problems with non-smooth inequality constraints. In: Large-Scale and Distributed Optimization, pp. 181–213. Springer (2018)

5. Birgin, E., Martínez, J.: Complexity and performance of an augmented Lagrangian algorithm. arXiv preprint arXiv:1907.02401 (2019)

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