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
Main Authors: De Marchi, Alberto, Themelis, Andreas
Format: Article
Language:English
Published: Université de Montpellier 2024-07-01
Series:Open Journal of Mathematical Optimization
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Online Access:https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.30/
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