Level constrained first order methods for function constrained optimization

DOI10.1007/S10107-024-02057-4MaRDI QIDQ6665379zbMATH OpenFDO

Authors Digvijay Boob, Qi Deng, Guanghui Lan

Publication date 17 January 2025

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

proximal gradient descentstochastic optimizationmoving balls methodfunction constrained optimization

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Interior-point methods (90C51) Numerical methods based on nonlinear programming (49M37)

Cites work

• scientific article; zbMATH DE number 1818892 (Why is no real title available?)
• A general theory of concave regularization for high-dimensional sparse estimation problems
• A moving balls approximation method for a class of smooth constrained minimization problems
• A robust sequential quadratic programming method
• A sequential quadratic programming method for potentially infeasible mathematical programs
• CVXPY: a Python-embedded modeling language for convex optimization
• Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems
• DC formulations and algorithms for sparse optimization problems
• Feasible methods for nonconvex nonsmooth problems with applications in green communications
• First-order and stochastic optimization methods for machine learning
• Ghost penalties in nonconvex constrained optimization: diminishing stepsizes and iteration complexity
• Iteration-complexity of first-order augmented Lagrangian methods for convex programming
• Iteration-complexity of first-order penalty methods for convex programming
• Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs
• Nearly unbiased variable selection under minimax concave penalty
• On the complexity of finding first-order critical points in constrained nonlinear optimization
• On the evaluation complexity of composite function minimization with applications to nonconvex nonlinear programming
• Penalty methods with stochastic approximation for stochastic nonlinear programming
• Smooth minimization of non-smooth functions
• Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
• The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(1)

• A two-phase stochastic momentum-based algorithm for nonconvex expectation-constrained optimization

This page was built for publication: Level constrained first order methods for function constrained optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6665379)