Regrets of proximal method of multipliers for online non-convex optimization with long term constraints

DOI10.1007/s10898-022-01196-2OpenAlexW4224952751MaRDI QIDQ2679238

Xiantao Xiao, Haoyang Liu, Li-wei Zhang

Publication date: 19 January 2023

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.10986

zbMATH Keywords

complementarity residual regretconstraint violation regretLagrangian gradient violation regretonline non-convex optimizationproximal method of multipliers with quadratic approximations

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

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