Results 181 to 190 of about 245,277 (249)

A New Augmented Lagrangian Method for MPCCs - Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods

Mathematics of Operations Research, 2021
We propose a new augmented Lagrangian (AL) method for solving the mathematical program with complementarity constraints (MPCC), where the complementarity constraints are left out of the AL function and treated directly.
Lei Guo, Zhibin Deng
semanticscholar   +2 more sources

A first-order augmented Lagrangian method for constrained minimax optimization

Mathematical programming, 2023
In this paper we study a class of constrained minimax problems. In particular, we propose a first-order augmented Lagrangian method for solving them, whose subproblems turn out to be a much simpler structured minimax problem and are suitably solved by a ...
Zhaosong Lu, Sanyou Mei
semanticscholar   +1 more source

A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds

Mathematical programming, 2021
This paper is devoted to studying an augmented Lagrangian method for solving a class of manifold optimization problems, which have nonsmooth objective functions and nonlinear constraints.
Yuhao Zhou   +3 more
semanticscholar   +1 more source

A New Insight on Augmented Lagrangian Method with Applications in Machine Learning

Journal of Scientific Computing, 2021
By exploiting double-penalty terms for the primal subproblem, we develop a novel relaxed augmented Lagrangian method for solving a family of convex optimization problems subject to equality or inequality constraints.
Jianchao Bai, Linyuan Jia, Zheng Peng
semanticscholar   +1 more source

Augmented Lagrangian Method for Instantaneously Constrained Reinforcement Learning Problems

IEEE Conference on Decision and Control, 2021
In this paper, we study the Instantaneously Constrained Reinforcement Learning (ICRL) problem, in which we are tasked to find a reward-maximizing policy while satisfying certain constraints at each time step.
Jingqi Li   +3 more
semanticscholar   +1 more source

An Adaptive Superfast Inexact Proximal Augmented Lagrangian Method for Smooth Nonconvex Composite Optimization Problems

Journal of Scientific Computing, 2022
This work presents an adaptive superfast proximal augmented Lagrangian (AS-PAL) method for solving linearly-constrained smooth nonconvex composite optimization problems.
Arnesh Sujanani, R. Monteiro
semanticscholar   +1 more source

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