An Inexact Augmented Lagrangian Framework for Nonconvex Optimization with Nonlinear Constraints

Mehmet Fatih Sahin, Armin eftekhari, Ahmet Alacaoglu, Fabian Latorre, Volkan Cevher

Neural Information Processing Systems 

We propose a practical inexact augmented Lagrangian method (iALM) for nonconvex problems with nonlinear constraints. We characterize the total computational complexity of our method subject to a verifiable geometric condition, which is closely related to the Polyak-Lojasiewicz and Mangasarian-Fromowitz conditions.