c336346c777707e09cab2a3c79174d90-AuthorFeedback.pdf

We thank reviewers for useful comments. LCPP is different from proximal point as it uses proximal point in the objective and convexification in constraint. It is unclear whether these subsets will be algorithmically well behaved, i.e., the optimal Lagrange multiplier for such constraints will be small. Figure 1: (a)-(e) SCAD constrained optimization. We can always improve the language as pointed out by the reviewer.