A new Lagrangian-based first-order method for nonconvex constrained optimization
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Abstract: We introduce a new form of Lagrangian and propose a simple first-order algorithm for nonconvex optimization with nonlinear equality constraints. We show the algorithm generates bounded dual iterates, and establish the convergence to KKT points under standard assumptions. The key features of the method are: (i) it does not require boundedness assumptions on the iterates and the set of multipliers; (ii) it is a single-loop algorithm that does not involve any penalty subproblems.
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Cited in
(5)- Shape optimization of polytopes and application to the polyhedral Saint-Venant inequality
- Numerical solution for nonlinear 4D variational data assimilation (4D-Var) via ADMM
- Solving the chiplet placement problem via accelerated perturbed ADMM
- A proximal alternating direction method of multipliers with a proximal-perturbed Lagrangian function for nonconvex and nonsmooth structured optimization
- The PLADMM algorithm for solving structured composite optimization and its application in chiplet placement problem
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