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.
A new sequential optimality condition for constrained optimization and algorithmic consequences
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
citation-role summary
background 1
citation-polarity summary
fields
math.OC 2years
2026 2verdicts
UNVERDICTED 2roles
background 1polarities
background 1representative citing papers
Approximate directional stationarity is formulated as a necessary optimality condition for nonsmooth constrained problems, with a qualification condition using one sequence to infer directional stationarity.
citing papers explorer
-
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.
-
Approximate directional stationarity and associated qualification conditions
Approximate directional stationarity is formulated as a necessary optimality condition for nonsmooth constrained problems, with a qualification condition using one sequence to infer directional stationarity.