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 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 …
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 …
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 …
This work presents an adaptive superfast proximal augmented Lagrangian (AS-PAL) method for solving linearly-constrained smooth nonconvex composite optimization …
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 …
This paper proposes and establishes the iteration complexity of an inexact proximal accelerated augmented Lagrangian (IPAAL) method for solving linearly constrained smooth …
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 …
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 …