A proximal augmented Lagrangian method for nonconvex optimization with equality and inequality constraints
Read the original on arXiv Statistics ML →The Flow has not summarised this story yet — read it at arXiv Statistics ML.
The Flow has not summarised this story yet — read it at arXiv Statistics ML.
arXiv:2607. 08954v1 Announce Type: cross Abstract: We study nonasymptotic convergence of primal-dual methods for a class of nonconvex constrained optimization problems with a convex-composite structure.
arXiv:2608. 12665v1 Announce Type: cross Abstract: For solving nonconvex equality-constrained optimization problems, a recent Gradient-Eigenstep Algorithm by Goyens et al.
arXiv:2508. 00775v2 Announce Type: replace-cross Abstract: The design of many classical optimization algorithms is driven by the certification of linear convergence rates over classes of optimization problems.
arXiv:2608. 05502v1 Announce Type: cross Abstract: In this paper, we consider a class of multiblock nonconvex nonsmooth optimization problems, which covers many applications such as the analysis of pre-earthquake anomalies and machine learning.
arXiv:2406. 13041v3 Announce Type: replace Abstract: Lower-bound analyses for nonconvex strongly-concave minimax optimization problems have shown that stochastic first-order algorithms require at least $\mathcal{O}(\varepsilon^{-4})$ sample complexity to find an $\varepsilon$-stationary point.
arXiv:2608. 21359v1 Announce Type: cross Abstract: We develop a new direct accelerated Newton method for minimizing convex functions with Lipschitz continuous Hessian.