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Nonconvex Lagrangian-Based Optimization: Monitoring Schemes and Global Convergence

Nonconvex Lagrangian-Based Optimization: Monitoring Schemes and Global Convergence

We introduce a novel approach addressing global analysis of a difficult class of nonconvex-nonsmooth optimization problems within the important framework of Lagrangian-based methods. This genuine nonlinear class captures many problems in modern disparate fields of applications. It features complex geometries, qualification conditions, and other regularity properties do not hold everywhere. …