125 citations · 684 across the 34 of their papers we have counts for
3 papers · 1 filter
A Smoothed Augmented Lagrangian Method for Mathematical Programs with Vertical Complementarity Constraints
Jia Wang, Andreas Themelis, Panagiotis Patrinos
We propose a smoothed augmented Lagrangian method (ALM) for solving mathematical programs with vertical complementarity constraints (VCCs). The augmented Lagrangian function involv…
An Adaptive Linesearch-free Method for Monotone Variational Inequalities under Local Lipschitz Continuity
Hongjia Ou, Andreas Themelis, Puya Latafat
The forward-reflected-backward (FRB) splitting solves inclusion problems involving the sum of a maximally monotone operator and a monotone Lipschitz continuous operator. Each itera…
PANOC-lite: A simpler and more efficient algorithm for composite minimization
Alexander Bodard, Pieter Pas, Andreas Themelis +1
This work introduces a simple and efficient linesearch method for composite minimization that accelerates proximal-gradient iterations with fast Newton-type directions. Our algorit…