constrained nonconvex optimization

A Projected-Search Interior Method for Nonlinear Optimization

  • Philip E. Gill
  • Minxin Zhang
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , , ,

    This paper concerns the formulation and analysis of a new interior method for general nonlinearly constrained optimization that combines a shifted primal-dual interior method with a projected-search method for bound-constrained optimization. The method involves the computation of an approximate Newton direction for a primal-dual penalty-barrier function that incorporates shifts on both the primal and dual … Read more

    Iteration Bounds for Finding the $\epsilonhBcStationary Points for Structured Nonconvex Optimization

  • Bo Jiang
  • Shuzhong Zhang
    • Categories Constrained Nonlinear Optimization, Nonsmooth Optimization Tags , , ,

    In this paper we study proximal conditional-gradient (CG) and proximal gradient-projection type algorithms for a block-structured constrained nonconvex optimization model, which arises naturally from tensor data analysis. First, we introduce a new notion of $\epsilon$-stationarity, which is suitable for the structured problem under consideration. %, compared with other similar solution concepts. We then propose two … Read more