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...

Full description

Bibliographic Details

Published in:	Open Journal of Mathematical Optimization Vol. 5; pp. 1 - 22
Main Authors:	De Marchi, Alberto, Themelis, Andreas
Format:	Journal Article
Language:	English
Published:	Université de Montpellier 09.07.2024
Subjects:	interior point methods locally Lipschitz gradient Nonsmooth nonconvex optimization proximal algorithms
ISSN:	2777-5860, 2777-5860
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!