SALM converges globally to M-stationary points under PLCQ when the nonsmooth term is locally Lipschitz continuous, with a counterexample and numerical evidence on sparse portfolio problems.
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fitPALSpectra supplies a Python workflow for PALS spectrum simulation and fitting that recovers known lifetimes, intensities, resolution width, shift, and background from fully synthetic test data.
A solver-agnostic condensing reformulation for linear-quadratic optimization with polyhedral and geometric constraints that preserves augmented-Lagrangian convergence while improving computational speed.
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Convergence of the Safeguarded Augmented Lagrangian Method under the Polyak-Lojasiewicz constraint qualification for Constrained Composite Optimization
SALM converges globally to M-stationary points under PLCQ when the nonsmooth term is locally Lipschitz continuous, with a counterexample and numerical evidence on sparse portfolio problems.
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A condensing approach for linear-quadratic optimization with geometric constraints
A solver-agnostic condensing reformulation for linear-quadratic optimization with polyhedral and geometric constraints that preserves augmented-Lagrangian convergence while improving computational speed.