Regrets of proximal method of multipliers for online non-convex optimization with long term constraints

DOI10.1007/s10898-022-01196-2MaRDI QIDQ2679238

Xiantao Xiao, Li-wei Zhang, Haoyang Liu

Publication date: 19 January 2023

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.10986

zbMATH Keywords

complementarity residual regret; constraint violation regret; Lagrangian gradient violation regret; online non-convex optimization; proximal method of multipliers with quadratic approximations

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization