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math.OC2025
An accelerated proximal PRS-SQP algorithm with dual ascent-descent procedures for smooth composite optimization
Jiachen Jin, Guodong Ma, Jinbao Jian
Conventional wisdom in composite optimization suggests augmented Lagrangian dual ascent (ALDA) in Peaceman-Rachford splitting (PRS) methods for dual feasibility. However, ALDA may…
math.OC2023
Monotone Splitting SQP Algorithms for Two-block Nonconvex Optimization Problems with General Linear Constraints and Applications
Jinbao Jian, Guodong Ma, Xiao Xu +1
In this work, based on the ideas of alternating direction method with multipliers (ADMM) and sequential quadratic programming (SQP), as well as Armijo line search technology, monot…