Research map / Optimization / Nonconvex and smooth optimization
Quadratically Regularized Subgradient Methods for Weakly Convex Optimization with Weakly Convex Constraints
Read the paperCheck your idea against 108,967 papers
AI-extracted summary. Written by AI from the paper's title only (no summary yet). Numbers and claims can be wrong or missing context, so check the paper before you cite or build on it.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| quadratic regularization of objective and constraints in a sequence of strongly convex subproblems (IQRC) vs exact penalty method | multi-class Neyman-Pearson classification with nonconvex loss · pendigits, segment, usps | objective value and infeasibility vs CPU time | Helped |
Closest papers by meaning
- Oracle Complexity of Single-Loop Switching Subgradient Methods for Non-Smooth Weakly Convex Functional Constrained Optimization (NeurIPS 2023 · similarity 0.89)
- Adaptive Gradient Methods for Constrained Convex Optimization and Variational Inequalities (AAAI 2021 · similarity 0.88)
- Spectral Preconditioning for Gradient Methods on Graded Non-convex Functions (ICML 2024 · similarity 0.87)
- Stochastic Weakly Convex Optimization beyond Lipschitz Continuity (ICML 2024 · similarity 0.87)
- Zeroth-Order Methods for Constrained Nonconvex Nonsmooth Stochastic Optimization (ICML 2024 · similarity 0.87)
- Inexact Newton-type Methods for Optimisation with Nonnegativity Constraints (ICML 2024 · similarity 0.87)
Writing a paper in this area? scime draft is a free LaTeX editor with AI included, real-time co-authors and a check of your references and venue rules before you submit. It also imports OpenAI Prism projects.
