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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

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Zhen-Wei Lin

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Preprint Sep 2026

Accelerated Prox-Level Methods for Unknown Piecewise-Smooth Optimization II: Function-constrained Optimization

We introduce an anytime, almost parameter-free algorithm for convex function-constrained optimization, in which the objective and constraint functions are unknown piecewise-smooth. Our algorithm, Restarted Penalty APEX (Penalty Accelerated Prox-level method for Exploring Piecewise Smoothness), is an accelerated bundle-...

Zhen-Wei Lin, Zhe Zhang · 1 citation

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