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math.OC2022
Computing second-order points under equality constraints: revisiting Fletcher's augmented Lagrangian
Florentin Goyens, Armin Eftekhari, Nicolas Boumal
We address the problem of minimizing a smooth function under smooth equality constraints. Under regularity assumptions on these constraints, we propose a notion of approximate firs…
math.NA2022
The Forward-Backward Envelope for Sampling with the Overdamped Langevin Algorithm
Armin Eftekhari, Luis Vargas, Konstantinos Zygalakis
In this paper, we analyse a proximal method based on the idea of forward-backward splitting for sampling from distributions with densities that are not necessarily smooth. In parti…