arXiv:2607.08954math.OCcs.LG2026-07被引 2

提出一种新方法,解决非凸约束优化的收敛难题。

Nonconvex Composite Functional Constraints via First-Order Augmented Lagrangian Methods under Local Regularity

  • 用平滑近似与对偶截断结合,处理非凸不等式约束。
  • 在足够大的惩罚参数下,多数迭代点进入近可行区。
  • 适用于有局部结构特性的非凸优化问题研究者。

研究一类具有凸复合结构的非凸约束优化问题的初等阶算法非渐近收敛性。目标函数和函数不等式约束均由光滑内映射与凸 Lipschitz 外函数复合而成。分析受非凸函数不等式系统中约束违反及乘子无先验界的影响,通过将对偶变量限制于辅助紧集,并借助非光滑非凸-凹极小极大重构,分析一种平滑近线性增广拉格朗日方法。主要贡献在于构建有限时间机制,将截断极小极大问题的平稳性转化为原问题的 KKT 证书。当惩罚参数充分大时,除可控数量外,所有迭代点均进入近可行区域;在此区域内,局部锥状正则性条件统一界定了相关近线性乘子,使人工对偶截断在选定迭代点失效。基于此机制,建立了以 KKT 余量衡量的显式收敛速率:引入对偶正则化后,在全局对偶误差界与偏差平衡论证下获得 $O(K^{-1/3})$ 率;在未正则化情形下,额外假设外函数分段线性,局部对偶误差界可导出更优的 $O(K^{-1/2})$ 率。

原文摘要 · Abstract (English)

We study nonasymptotic convergence of primal-dual methods for a class of nonconvex constrained optimization problems with a convex-composite structure. In this class, both the objective and the functional inequality constraints are given by convex Lipschitz outer functions composed with smooth nonlinear inner mappings. The analysis is complicated by constraint violation in a nonconvex functional inequality system and by the lack of an a priori bound on the multipliers. To address these issues, we restrict the dual variable to an auxiliary compact set and analyze a smoothed prox-linear augmented Lagrangian method through a nonsmooth nonconvex-concave minimax reformulation. The main contribution is a finite-time mechanism for converting stationarity of the truncated minimax problem into a KKT certificate for the original constrained problem. We show that, for a sufficiently large penalty parameter, all but a controlled number of iterates enter a near-feasible region. On this region, a local conic regularity condition uniformly bounds the associated prox-linear multipliers and thereby makes the artificial dual truncation inactive at the selected iterates. Building on this mechanism, we establish explicit convergence rates for the proposed method in terms of the KKT residual. With dual regularization, a global dual error bound together with a bias-balancing argument gives an $O(K^{-1/3})$ rate. In the unregularized case, under additional local structural assumptions including piecewise linearity of the outer functions, a local dual error bound yields the sharper $O(K^{-1/2})$ rate.

优化算法非凸优化增广拉格朗日收敛率

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