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math.OC2025
A proximal augmented Lagrangian method for nonconvex optimization with equality and inequality constraints
Adeyemi D. Adeoye, Puya Latafat, Alberto Bemporad
We propose an inexact proximal augmented Lagrangian method (P-ALM) for nonconvex structured optimization problems. The proposed method features an easily implementable rule not onl…
math.OC2023★ 1 cited
Self-concordant smoothing in proximal quasi-Newton algorithms for large-scale convex composite optimization
Adeyemi D. Adeoye, Alberto Bemporad
We introduce a notion of self-concordant smoothing for minimizing the sum of two convex functions, one of which is smooth and the other nonsmooth. The key highlight is a natural pr…