Convergence analysis of the proximal gradient method in the presence of the Kurdyka–Łojasiewicz property without global Lipschitz assumptions

X Jia, C Kanzow, P Mehlitz - SIAM Journal on Optimization, 2023 - SIAM
We consider a composite optimization problem where the sum of a continuously
differentiable and a merely lower semicontinuous function has to be minimized. The …

Convergence properties of monotone and nonmonotone proximal gradient methods revisited

C Kanzow, P Mehlitz - Journal of Optimization Theory and Applications, 2022 - Springer
Composite optimization problems, where the sum of a smooth and a merely lower
semicontinuous function has to be minimized, are often tackled numerically by means of …

Alternating and parallel proximal gradient methods for nonsmooth, nonconvex minimax: a unified convergence analysis

E Cohen, M Teboulle - Mathematics of Operations Research, 2025 - pubsonline.informs.org
There is growing interest in nonconvex minimax problems that is driven by an abundance of
applications. Our focus is on nonsmooth, nonconvex-strongly concave minimax, thus …

Develo** Lagrangian-based Methods for Nonsmooth Nonconvex Optimization

N **ao, K Ding, X Hu, KC Toh - arxiv preprint arxiv:2404.09438, 2024 - arxiv.org
In this paper, we consider the minimization of a nonsmooth nonconvex objective function $ f
(x) $ over a closed convex subset $\mathcal {X} $ of $\mathbb {R}^ n $, with additional …

A stochastic moving ball approximation method for smooth convex constrained minimization

NK Singh, I Necoara - Computational Optimization and Applications, 2024 - Springer
In this paper, we consider constrained optimization problems with convex objective and
smooth convex functional constraints. We propose a new stochastic gradient algorithm …

A first-order primal-dual method for nonconvex constrained optimization based on the augmented Lagrangian

D Zhu, L Zhao, S Zhang - Mathematics of Operations …, 2024 - pubsonline.informs.org
Nonlinearly constrained nonconvex and nonsmooth optimization models play an
increasingly important role in machine learning, statistics, and data analytics. In this paper …

Linearized ADMM for nonsmooth nonconvex optimization with nonlinear equality constraints

L El Bourkhissi, I Necoara… - 2023 62nd IEEE …, 2023 - ieeexplore.ieee.org
This paper proposes a new approach for solving a structured nonsmooth nonconvex
optimization problem with nonlinear equality constraints, where both the objective function …

An inertial ADMM for a class of nonconvex composite optimization with nonlinear coupling constraints

LTK Hien, D Papadimitriou - Journal of Global Optimization, 2024 - Springer
In this paper, we propose an inertial alternating direction method of multipliers for solving a
class of non-convex multi-block optimization problems with nonlinear coupling constraints …

The inexact power augmented Lagrangian method for constrained nonconvex optimization

A Bodard, K Oikonomidis, E Laude… - arxiv preprint arxiv …, 2024 - arxiv.org
This work introduces an unconventional inexact augmented Lagrangian method, where the
augmenting term is a Euclidean norm raised to a power between one and two. The …

Complexity of linearized quadratic penalty for optimization with nonlinear equality constraints

LE Bourkhissi, I Necoara - Journal of Global Optimization, 2024 - Springer
In this paper we consider a nonconvex optimization problem with nonlinear equality
constraints. We assume that both, the objective function and the functional constraints, are …