Diminishing Stepsize Methods for Nonconvex Composite Problems via Ghost Penalties: from the General to the Convex Regular Constrained Case
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Publication:6346239
DOI10.1080/10556788.2020.1854253zbMATH Open1509.90153arXiv2007.16024WikidataQ111899186 ScholiaQ111899186MaRDI QIDQ6346239FDOQ6346239
Authors: Francisco Facchinei, Vyacheskav Kungurtsev, Lorenzo Lampariello, Gesualdo Scutari 
Publication date: 30 July 2020
Abstract: In this paper we first extend the diminishing stepsize method for nonconvex constrained problems presented in [4] to deal with equality constraints and a nonsmooth objective function of composite type. We then consider the particular case in which the constraints are convex and satisfy a standard constraint qualification and show that in this setting the algorithm can be considerably simplified, reducing the computational burden of each iteration.
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