A momentum-based linearized augmented Lagrangian method for nonconvex constrained stochastic optimization

Q Shi, X Wang, H Wang - Mathematics of Operations …, 2025 - pubsonline.informs.org
Nonconvex constrained stochastic optimization has emerged in many important application
areas. Subject to general functional constraints, it minimizes the sum of an expectation …

Independent learning in constrained Markov potential games

P Jordan, A Barakat, N He - International Conference on …, 2024 - proceedings.mlr.press
Constrained Markov games offer a formal mathematical framework for modeling multi-agent
reinforcement learning problems where the behavior of the agents is subject to constraints …

Goldstein stationarity in lipschitz constrained optimization

B Grimmer, Z Jia - Optimization Letters, 2024 - Springer
We prove the first convergence guarantees for a subgradient method minimizing a generic
Lipschitz function over generic Lipschitz inequality constraints. No smoothness or convexity …

Oracle complexity of single-loop switching subgradient methods for non-smooth weakly convex functional constrained optimization

Y Huang, Q Lin - Advances in Neural Information …, 2023 - proceedings.neurips.cc
We consider a non-convex constrained optimization problem, where the objective function is
weakly convex and the constraint function is either convex or weakly convex. To solve this …

Some primal-dual theory for subgradient methods for strongly convex optimization

B Grimmer, D Li - Mathematical Programming, 2025 - Springer
We consider (stochastic) subgradient methods for strongly convex but potentially nonsmooth
non-Lipschitz optimization. We provide new equivalent dual descriptions (in the style of dual …

Stochastic methods for auc optimization subject to auc-based fairness constraints

Y Yao, Q Lin, T Yang - International Conference on Artificial …, 2023 - proceedings.mlr.press
As machine learning being used increasingly in making high-stakes decisions, an arising
challenge is to avoid unfair AI systems that lead to discriminatory decisions for protected …

GBM-based Bregman Proximal Algorithms for Constrained Learning

Z Lin, Q Deng - arxiv preprint arxiv:2308.10767, 2023 - arxiv.org
As the complexity of learning tasks surges, modern machine learning encounters a new
constrained learning paradigm characterized by more intricate and data-driven function …

Projection-Free and Accelerated Methods for Constrained Optimization and Saddle-Points Problems

M Boroun - 2025 - search.proquest.com
This dissertation investigates primal-dual optimization methods for solving nonconvex
problems in both stochastic and deterministic settings. The proposed methods address …

Constrained Optimization Techniques for Machine Learning Under Error Bound Conditions

Y Huang - 2024 - search.proquest.com
The recent studies and innovations in the topic of machine learning (ML) demonstrates the
capabilities of ML to analyze data, make predictions, and so on. To facilitate decisions …

Optimization Approaches for Fairness-Aware Machine Learning

Y Yao - 2024 - search.proquest.com
In recent years, artificial intelligence (AI) and machine learning (ML) technologies have been
used in high-stakes decision making systems like lending decision, employment screening …