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math.OC2023
A Unified Analysis on the Subgradient Upper Bounds for the Subgradient Methods Minimizing Composite Nonconvex, Nonsmooth and Non-Lipschitz Functions
Daoli Zhu, Lei Zhao, Shuzhong Zhang
This paper presents a unified analysis for the proximal subgradient method (Prox-SubGrad) type approach to minimize an overall objective of , subject to convex constrain…
math.OC2023
An Augmented Lagrangian Approach to Conically Constrained Non-monotone Variational Inequality Problems
Lei Zhao, Daoli Zhu, Shuzhong Zhang
In this paper we consider a non-monotone (mixed) variational inequality model with (nonlinear) convex conic constraints. Through developing an equivalent Lagrangian function-like p…
math.OC2023★ 3 cited
Revisiting Subgradient Method: Complexity and Convergence Beyond Lipschitz Continuity
Xiao Li, Lei Zhao, Daoli Zhu +1
The subgradient method is one of the most fundamental algorithmic schemes for nonsmooth optimization. The existing complexity and convergence results for this method are mainly der…