An efficient adaptive accelerated inexact proximal point method for solving linearly constrained nonconvex composite problems

DOI10.1007/s10589-020-00188-wzbMath1443.90282arXiv1812.06352OpenAlexW3018500446MaRDI QIDQ2181594

Renato D. C. Monteiro, Jefferson G. Melo, WeiWei Kong

Publication date: 19 May 2020

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.06352

zbMATH Keywords

proximal point methodquadratic penalty methodnonconvex programiteration-complexityfirst-order accelerated methods

Mathematics Subject Classification ID

Abstract computational complexity for mathematical programming problems (90C60) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Variational and other types of inclusions (47J22)

Related Items (7)

Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function ⋮ Accelerated inexact composite gradient methods for nonconvex spectral optimization problems ⋮ An adaptive superfast inexact proximal augmented Lagrangian method for smooth nonconvex composite optimization problems ⋮ An accelerated inexact dampened augmented Lagrangian method for linearly-constrained nonconvex composite optimization problems ⋮ Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming ⋮ An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems ⋮ Extrapolated smoothing descent algorithm for constrained nonconvex and nonsmooth composite problems

Uses Software

• NC-OPT

Cites Work

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