7 papers
Convergence of the Safeguarded Augmented Lagrangian Method under the Polyak-Lojasiewicz constraint qualification for Constrained Composite Optimization
Christian Kanzow, Jannis Krüger
In this work we provide theoretical and practical results of the Safeguarded Augmented Lagrangian Method (SALM) for constrained composite optimization problems whose objective is t…
A Nonmonotone Descent Method for Optimization Problems Defined by Upper- Functions over Submanifolds
Christian Kanzow, Leo Lehmann
We consider the optimization problem of minimizing a nonsmooth function characterized by a nonsmooth formulation of the descent lemma over a manifold. In the unconstrained case ove…
Proximal Limited-Memory Quasi-Newton Methods for Nonsmooth Nonconvex Optimization
Simeon vom Dahl, Alberto De Marchi, Christian Kanzow
We introduce a proximal limited--memory quasi--Newton scheme for minimizing the sum of a continuously differentiable function and a proper, lower semicontinuous and prox-bounded, p…
An adaptive proximal safeguarded augmented Lagrangian method for nonsmooth DC problems with convex constraints
Christian Kanzow, Tanja Neder
A proximal safeguarded augmented Lagrangian method for minimizing the difference of convex (DC) functions over a nonempty, closed and convex set with additional linear equality as…
A modified exact penalty approach for general constrained -sparse optimization problems
Christian Kanzow, Felix WeiÃ
We consider a general class of constrained optimization problems with an additional - sparsity term in the objective function. Based on a recent reformulation of this diffi…
Convergence of Nonmonotone Proximal Gradient Methods under the Kurdyka-Lojasiewicz Property without a Global Lipschitz Assumption
Christian Kanzow, Leo Lehmann
We consider the composite minimization problem with the objective function being the sum of a continuously differentiable and a merely lower semicontinuous and extended-valued func…