62 citations · 151 across the 21 of their papers we have counts for
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math.OC2019★ 37 cited
On the Complexity of an Augmented Lagrangian Method for Nonconvex Optimization
Geovani N. Grapiglia, Ya-xiang Yuan
In this paper we study the worst-case complexity of an inexact Augmented Lagrangian method for nonconvex constrained problems. Assuming that the penalty parameters are bounded, we…
math.OC2019★ 6 cited
Stochastic Trust Region Methods with Trust Region Radius Depending on Probabilistic Models
Xiaoyu Wang, Ya-xiang Yuan
We present a stochastic trust-region model-based framework in which its radius is related to the probabilistic models. Especially, we propose a specific algorithm, termed STRME, in…