Diminishing stepsize methods for nonconvex composite problems via ghost penalties: from the general to the convex regular constrained case
In this paper, we first extend the diminishing stepsize method for nonconvex constrained problems presented in F. Facchinei, V. Kungurtsev, L. Lampariello and G. Scutari [Ghost penalties in nonconvex constrained optimization: Diminishing stepsizes and iteration complexity, To appear on Math. Oper. Res. 2020. Available at https://arxiv.org/abs/1709.03384.] to deal with equality constraints and a nonsmooth objective function of composite type.