2 papers
math.OC2024
A first-order augmented Lagrangian method for constrained minimax optimization
Zhaosong Lu, Sanyou Mei
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…
math.OC2024
A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization
Chuan He, Heng Huang, Zhaosong Lu
In this paper we consider finding an approximate second-order stationary point (SOSP) of general nonconvex conic optimization that minimizes a twice differentiable function subject…