Preprint
Aug 2026
An Adaptive Augmented Lagrangian Method for Deterministic and Stochastic Nonconvex Optimization
The method matches the best known worst-case complexity results for Augmented Lagrangian methods (up to logarithmic factors) when both the function and constraints are deterministic, when the function is stochastic and the constraints are deterministic, and when both are stochastic.
Tianhua Liu, M. O'Neill
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