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math.OC2023
Global Convergence Analysis of the Power Proximal Point and Augmented Lagrangian Method
Konstantinos A. Oikonomidis, Alexander Bodard, Emanuel Laude +1
In this paper we study an unconventional inexact Augmented Lagrangian Method (ALM) for convex optimization problems, as first proposed by Bertsekas, wherein the penalty term is a p…
math.OC2023★ 2 cited
PANTR: A proximal algorithm with trust-region updates for nonconvex constrained optimization
Alexander Bodard, Pieter Pas, Panagiotis Patrinos
This work presents PANTR, an efficient solver for nonconvex constrained optimization problems, that is well-suited as an inner solver for an augmented Lagrangian method. The propos…