English

A Lagrangian-Based Method with "False Penalty'' for Linearly Constrained Nonconvex Composite Optimization

Optimization and Control 2023-06-21 v1

Abstract

We introduce a primal-dual framework for solving linearly constrained nonconvex composite optimization problems. Our approach is based on a newly developed Lagrangian, which incorporates \emph{false penalty} and dual smoothing terms. This new Lagrangian enables us to develop a simple first-order algorithm that converges to a stationary solution under standard assumptions. We further establish global convergence, provided that the objective function satisfies the Kurdyka-{\L}ojasiewicz property. Our method provides several advantages: it simplifies the treatment of constraints by effectively bounding the multipliers without boundedness assumptions on the dual iterates; it guarantees global convergence without requiring the surjectivity assumption on the linear operator; and it is a single-loop algorithm that does not involve solving penalty subproblems, achieving an iteration complexity of O(1/ϵ2)\mathcal{O}(1/\epsilon^2) to find an ϵ\epsilon-stationary solution. Preliminary experiments on test problems demonstrate the practical efficiency and robustness of our method.

Keywords

Cite

@article{arxiv.2306.11299,
  title  = {A Lagrangian-Based Method with "False Penalty'' for Linearly Constrained Nonconvex Composite Optimization},
  author = {Jong Gwang Kim},
  journal= {arXiv preprint arXiv:2306.11299},
  year   = {2023}
}

Comments

26 pages, 2 figures

R2 v1 2026-06-28T11:09:18.206Z