Complexity of a Quadratic Penalty Accelerated Inexact Proximal Point Method for Solving Linearly Constrained Nonconvex Composite Programs

DOI10.1137/18M1171011zbMath1504.90101arXiv1802.03504WikidataQ127022372 ScholiaQ127022372MaRDI QIDQ5237309

WeiWei Kong, Renato D. C. Monteiro, Jefferson G. Melo

Publication date: 17 October 2019

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.03504

zbMATH Keywords

iteration complexityinexact proximal point methodquadratic penalty methodfirst-order accelerated gradient methodcomposite nonconvex program

Mathematics Subject Classification ID

Abstract computational complexity for mathematical programming problems (90C60) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Variational and other types of inclusions (47J22)

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