arXiv Statistics ML

A proximal augmented Lagrangian method for nonconvex optimization with equality and inequality constraints

arXiv Machine Learning
Jul 23

Online Optimization of Difference-of-Convex Compositions with Smooth Mappings

arXiv:2607. 19553v1 Announce Type: cross Abstract: We study online optimization for a broad class of structured non-convex non-smooth problems where each loss is a composition of a difference-of-convex function with a smooth mapping, and the feasible region is defined by constraint functions of the same kind.

By Jingwei Ji, Jong-Shi Pang, Renyuan Xu