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.
AnaugmentedLagrangianmethodfornon-Lipschitz nonconvex programming
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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.