Smoothed Proximal Lagrangian Method for Nonlinear Constrained Programs
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866912003028680704 |
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| author | Pu, Wenqiang Sun, Kaizhao Zhang, Jiawei |
| author_facet | Pu, Wenqiang Sun, Kaizhao Zhang, Jiawei |
| contents | This paper introduces a smoothed proximal Lagrangian method for minimizing a nonconvex smooth function over a convex domain with additional explicit convex nonlinear constraints. Two key features are 1) the proposed method is single-looped, and 2) an first-order iteration complexity of $\mathcal{O}(ε^{-2})$ is established under mild regularity assumptions. The first feature suggests the practical efficiency of the proposed method, while the second feature highlights its theoretical superiority. Numerical experiments on various problem scales demonstrate the advantages of the proposed method in terms of speed and solution quality. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2408_15047 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Smoothed Proximal Lagrangian Method for Nonlinear Constrained Programs Pu, Wenqiang Sun, Kaizhao Zhang, Jiawei Optimization and Control This paper introduces a smoothed proximal Lagrangian method for minimizing a nonconvex smooth function over a convex domain with additional explicit convex nonlinear constraints. Two key features are 1) the proposed method is single-looped, and 2) an first-order iteration complexity of $\mathcal{O}(ε^{-2})$ is established under mild regularity assumptions. The first feature suggests the practical efficiency of the proposed method, while the second feature highlights its theoretical superiority. Numerical experiments on various problem scales demonstrate the advantages of the proposed method in terms of speed and solution quality. |
| title | Smoothed Proximal Lagrangian Method for Nonlinear Constrained Programs |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2408.15047 |