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

DOI10.1287/moor.2022.1301arXiv2008.07080MaRDI 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 complexity; accelerated first-order methods; \(K\)-convexity; inexact proximal augmented Lagrangian method; nonlinear constrained smooth nonconvex composite programming

Mathematics Subject Classification ID

68Q25: Analysis of algorithms and problem complexity

65K05: Numerical mathematical programming methods

90C60: Abstract computational complexity for mathematical programming problems

90C26: Nonconvex programming, global optimization

90C30: Nonlinear programming

65K10: Numerical optimization and variational techniques

49M05: Numerical methods based on necessary conditions

49M37: Numerical methods based on nonlinear programming

65Y20: Complexity and performance of numerical algorithms

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