An inexact proximal-point penalty algorithm finds ε-stationary points of non-convex constrained problems in O~(ε^{-5/2}) steps with convex constraints and O~(ε^{-3}) to O~(ε^{-4}) steps with non-convex constraints.
Mathematical Programming 125(1), 139–162 (2010)
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.OC 1years
2019 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Inexact Proximal-Point Penalty Methods for Constrained Non-Convex Optimization
An inexact proximal-point penalty algorithm finds ε-stationary points of non-convex constrained problems in O~(ε^{-5/2}) steps with convex constraints and O~(ε^{-3}) to O~(ε^{-4}) steps with non-convex constraints.