Regrets of proximal method of multipliers for online non-convex optimization with long term constraints
From MaRDI portal
Publication:2679238
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
complementarity residual regret; constraint violation regret; Lagrangian gradient violation regret; online non-convex optimization; proximal method of multipliers with quadratic approximations
90C26: Nonconvex programming, global optimization