An interior proximal gradient method for nonconvex optimization

We consider structured minimization problems subject to smooth inequality constraints and present a flexible algorithm that combines interior point (IP) and proximal gradient schemes. While traditional IP methods cannot cope with nonsmooth objective functions and proximal algorithms cannot handle co...

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Bibliographic Details

Published in:	arXiv.org
Main Authors:	De Marchi, Alberto, Themelis, Andreas
Format:	Paper
Language:	English
Published:	Ithaca Cornell University Library, arXiv.org 29.01.2024
Subjects:	Algorithms Asymptotic properties Optimization
ISSN:	2331-8422
Online Access:	Get full text
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