Nonconvex Lagrangian-Based Optimization: Monitoring Schemes and Global Convergence
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DOI: 10.1287/moor.2017.0900
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References listed on IDEAS
- Amir Beck & Nadav Hallak, 2016. "On the Minimization Over Sparse Symmetric Sets: Projections, Optimality Conditions, and Algorithms," Mathematics of Operations Research, INFORMS, vol. 41(1), pages 196-223, February.
- R. T. Rockafellar, 1976. "Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming," Mathematics of Operations Research, INFORMS, vol. 1(2), pages 97-116, May.
- Jérôme Bolte & Edouard Pauwels, 2016. "Majorization-Minimization Procedures and Convergence of SQP Methods for Semi-Algebraic and Tame Programs," Mathematics of Operations Research, INFORMS, vol. 41(2), pages 442-465, May.
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Cited by:
- Ruiling Luo & Zhensheng Yu, 2025. "The Proximal Alternating Direction Method of Multipliers for a Class of Nonlinear Constrained Optimization Problems," Mathematics, MDPI, vol. 13(3), pages 1-16, January.
- Radu Ioan Bot & Dang-Khoa Nguyen, 2020. "The Proximal Alternating Direction Method of Multipliers in the Nonconvex Setting: Convergence Analysis and Rates," Mathematics of Operations Research, INFORMS, vol. 45(2), pages 682-712, May.
- Eyal Cohen & Nadav Hallak & Marc Teboulle, 2022. "A Dynamic Alternating Direction of Multipliers for Nonconvex Minimization with Nonlinear Functional Equality Constraints," Journal of Optimization Theory and Applications, Springer, vol. 193(1), pages 324-353, June.
- Le Thi Khanh Hien & Dimitri Papadimitriou, 2024. "An inertial ADMM for a class of nonconvex composite optimization with nonlinear coupling constraints," Journal of Global Optimization, Springer, vol. 89(4), pages 927-948, August.
- Bolte, Jérôme & Glaudin, Lilian & Pauwels, Edouard & Serrurier, Matthieu, 2021. "A Hölderian backtracking method for min-max and min-min problems," TSE Working Papers 21-1243, Toulouse School of Economics (TSE).
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More about this item
Keywords
nonlinear composite minimization; nonconvex and nonsmooth minimization; Lagrangian-based methods; proximal method of multipliers; semialgebraic optimization; nonsmooth Kurdyka-?ojasiewicz property; global convergence;All these keywords.
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