Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints

DOI10.1287/moor.2022.1301arXiv2008.07080OpenAlexW3049647307MaRDI QIDQ6199284

Jefferson G. Melo, WeiWei Kong, Renato D. C. Monteiro

Publication date: 23 February 2024

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

Full work available at URL: https://arxiv.org/abs/2008.07080

zbMATH Keywords

iteration complexityaccelerated first-order methods\(K\)-convexityinexact proximal augmented Lagrangian methodnonlinear constrained smooth nonconvex composite programming

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Abstract computational complexity for mathematical programming problems (90C60) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Numerical methods based on nonlinear programming (49M37) Complexity and performance of numerical algorithms (65Y20)

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