论文标题

通过幽灵罚款减少了非convex复合问题的步骤尺寸方法:从一般到凸的常规案例

Diminishing Stepsize Methods for Nonconvex Composite Problems via Ghost Penalties: from the General to the Convex Regular Constrained Case

论文作者

Facchinei, Francisco, Kungurtsevb, Vyacheskav, Lampariello, Lorenzo, Scutari, Gesualdo

论文摘要

在本文中,我们首先扩展了[4]中提出的非convex约束问题的减小步骤尺寸方法,以处理平等约束和复合类型的非平滑目标函数。然后,我们考虑约束是凸面并满足标准约束资格的特定情况,并表明在这种情况下,可以大大简化算法,从而减少每种迭代的计算负担。

In this paper we first extend the diminishing stepsize method for nonconvex constrained problems presented in [4] to deal with equality constraints and a nonsmooth objective function of composite type. We then consider the particular case in which the constraints are convex and satisfy a standard constraint qualification and show that in this setting the algorithm can be considerably simplified, reducing the computational burden of each iteration.

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