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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…
math.OC2023
Convergence of the Preconditioned Proximal Point Method and Douglas-Rachford Splitting in the Absence of Monotonicity
Brecht Evens, Pieter Pas, Puya Latafat +1
The proximal point algorithm (PPA) is the most widely recognized method for solving inclusion problems and serves as the foundation for many numerical algorithms. Despite this popu…