Optimization of real phase-mask performance
F.M. Schellenberg, M. Levenson, et al.
BACUS Symposium on Photomask Technology and Management 1991
Many real-world problems not only have complicated nonconvex functional constraints but also use a large number of data points. This motivates the design of efficient stochastic methods on finite-sum or expectation constrained problems. In this paper, we design and analyze stochastic inexact augmented Lagrangian methods (Stoc-iALM) to solve problems involving a nonconvex composite (i.e. smooth + nonsmooth) objective and nonconvex smooth functional constraints. We adopt the standard iALM framework and design a subroutine by using the momentum-based variance-reduced proximal stochastic gradient method (PStorm) and a postprocessing step. Under certain regularity conditions (assumed also in existing works), to reach an ε -KKT point in expectation, we establish an oracle complexity result of O(ε- 5) , which is better than the best-known O(ε- 6) result. Numerical experiments on the fairness constrained problem and the Neyman–Pearson classification problem with real data demonstrate that our proposed method outperforms an existing method with the previously best-known complexity result.
F.M. Schellenberg, M. Levenson, et al.
BACUS Symposium on Photomask Technology and Management 1991
Robert F. Gordon, Edward A. MacNair, et al.
WSC 1985
J.P. Locquet, J. Perret, et al.
SPIE Optical Science, Engineering, and Instrumentation 1998
Shashanka Ubaru, Lior Horesh, et al.
Journal of Biomedical Informatics