An adaptive superfast inexact proximal augmented Lagrangian method for smooth nonconvex composite optimization problems

This work presents an adaptive superfast proximal augmented Lagrangian (AS-PAL) method for solving linearly-constrained smooth nonconvex composite optimization problems. Each iteration of AS-PAL inexactly solves a possibly nonconvex proximal augmented Lagrangian (AL) subproblem obtained by an aggressive/adaptive choice of prox stepsize with the aim of substantially improving its computational performance followed by a full Lagrangian … Read more