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This paper proposes and establishes the iteration-complexity of an inexact proximal accelerated augmented Lagrangian (IPAAL) method for solving linearly constrained smooth nonconvex composite optimization problems. Each IPAAL iteration…
In this chapter we derive computational complexity certifications of first order inexact dual methods for solving general smooth constrained convex problems which can arise in real-time applications, such as model predictive control. When…
We propose an input convex neural network (ICNN)-based self-supervised learning framework to solve continuous constrained optimization problems. By integrating the augmented Lagrangian method (ALM) with the constraint correction mechanism,…
Many recent studies on first-order methods (FOMs) focus on \emph{composite non-convex non-smooth} optimization with linear and/or nonlinear function constraints. Upper (or worst-case) complexity bounds have been established for these…
Since introduced by Martinet and Rockafellar, the proximal point algorithm was generalized in many fruitful directions. More recently, in 2002, Pennanen studied the proximal point algorithm without monotonicity. A year later, Iusem and…
This paper proposes a novel first-order algorithm that solves composite nonsmooth and stochastic convex optimization problem with function constraints. Most of the works in the literature provide convergence rate guarantees on the…
We propose a general solution approach for min-max-robust counterparts of combinatorial optimization problems with uncertain linear objectives. We focus on the discrete scenario case, but our approach can be extended to other types of…
A proximal safeguarded augmented Lagrangian method for minimizing the difference of convex (DC) functions over a nonempty, closed and convex set with additional linear equality as well as convex inequality constraints is presented. Thereby,…
We establish a geometric condition guaranteeing exact copositive relaxation for the nonconvex quadratic optimization problem under two quadratic and several linear constraints, and present sufficient conditions for global optimality in…
We derive lower bounds on the black-box oracle complexity of large-scale smooth convex minimization problems, with emphasis on minimizing smooth (with Holder continuous, with a given exponent and constant, gradient) convex functions over…
We consider minimization of a smooth nonconvex function with inexact oracle access to gradient and Hessian (without assuming access to the function value) to achieve approximate second-order optimality. A novel feature of our method is that…
This paper develops a sliding mode control based frame work for equality constrained optimization by reformulation the first order Karush Kuhn Tucker conditions as control affine dynamical system. The optimization variables are treated as…
In this paper we consider finding an approximate second-order stationary point (SOSP) of general nonconvex conic optimization that minimizes a twice differentiable function subject to nonlinear equality constraints and also a convex conic…
Bilevel optimization minimizes an objective function, defined by an upper-level problem whose feasible region is the solution of a lower-level problem. We study the oracle complexity of finding an $\epsilon$-stationary point with…
In this paper, we revisit the augmented Lagrangian method for a class of nonsmooth convex optimization. We present the Lagrange optimality system of the augmented Lagrangian associated with the problems, and establish its connections with…
An algorithm for solving smooth nonconvex optimization problems is proposed that, in the worst-case, takes $\mathcal{O}(\epsilon^{-3/2})$ iterations to drive the norm of the gradient of the objective function below a prescribed positive…
The paper introduces several new concepts for solving nonconvex or nonsmooth optimization problems, including convertible nonconvex function, exact convertible nonconvex function and differentiable convertible nonconvex function. It is…
We present an augmented Lagrangian trust-region method to efficiently solve constrained optimization problems governed by large-scale nonlinear systems with application to partial differential equation-constrained optimization. At each…
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 problem, we consider the classical switching subgradient…
In this paper, we consider nonconvex optimization problems with nonsmooth nonconvex objective function and nonlinear equality constraints. We assume that both the objective function and the functional constraints can be separated into 2…