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math.OC2022
Stochastic Inexact Augmented Lagrangian Method for Nonconvex Expectation Constrained Optimization
Zichong Li, Pin-Yu Chen, Sijia Liu +2
Many real-world problems not only have complicated nonconvex functional constraints but also use a large number of data points. This motivates the design of efficient stochastic me…
math.OC2021
Zeroth-order Optimization for Composite Problems with Functional Constraints
Zichong Li, Pin-Yu Chen, Sijia Liu +2
In many real-world problems, first-order (FO) derivative evaluations are too expensive or even inaccessible. For solving these problems, zeroth-order (ZO) methods that only need fu…
math.OC2020★ 11 cited
Rate-improved Inexact Augmented Lagrangian Method for Constrained Nonconvex Optimization
Zichong Li, Pin-Yu Chen, Sijia Liu +2
First-order methods have been studied for nonlinear constrained optimization within the framework of the augmented Lagrangian method (ALM) or penalty method. We propose an improved…