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.
Convergence properties of monotone and nonmonotone prox- imal gradient methods revisited
2 Pith papers cite this work. Polarity classification is still indexing.
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A proximal limited-memory quasi-Newton scheme is developed for nonsmooth nonconvex optimization, with global convergence proven under mild assumptions and rates under the Kurdyka-Lojasiewicz property.
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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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Proximal Limited-Memory Quasi-Newton Methods for Nonsmooth Nonconvex Optimization
A proximal limited-memory quasi-Newton scheme is developed for nonsmooth nonconvex optimization, with global convergence proven under mild assumptions and rates under the Kurdyka-Lojasiewicz property.