Nonconvex Lagrangian-Based Optimization: Monitoring Schemes and Global Convergence

DOI10.1287/moor.2017.0900zbMath1440.90072arXiv1801.03013OpenAlexW2962977105MaRDI QIDQ5219695

Shoham Sabach, Jérôme Bolte, Marc Teboulle

Publication date: 12 March 2020

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.03013

zbMATH Keywords

global convergenceproximal method of multipliersnonconvex and nonsmooth minimizationsemialgebraic optimizationLagrangian-based methodsnonlinear composite minimizationnonsmooth Kurdyka-Łojasiewicz property

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Numerical methods based on nonlinear programming (49M37)

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Uses Software

• NESTA

Cites Work

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