2 papers
math.OC2026
A Quadratic-Approximation-Based Stochastic Approximation Method for Weakly Convex Stochastic Programming
Yule Zhang, Benqi Liu, Xiantao Xiao +1
We propose a novel stochastic approximation algorithm, termed PMQSopt, for solving weakly convex stochastic optimization problems involving expectation-valued functions. The algori…
math.OC2026
A Proximal Augmented Lagrangian Method Based on Quadratic Approximations for Weakly Convex Optimization
Yule Zhang, Benqi Liu, Xiantao Xiao +1
This paper proposes QPALM, a proximal augmented Lagrangian method based on quadratic approximations, for solving nonlinear programming problems with weakly convex objective and con…