@Article{JCM-43-1016,
author = {Wei , Pinzheng and Yang , Weihong},
title = {An SQP-Type Proximal Gradient Method for Composite Optimization Problems with Equality Constraints},
journal = {Journal of Computational Mathematics},
year = {2025},
volume = {43},
number = {4},
pages = {1016--1044},
abstract = {<p style="text-align: justify;">In this paper, we present an SQP-type proximal gradient method (SQP-PG) for composite optimization problems with equality constraints. At each iteration, SQP-PG solves a subproblem to get the search direction, and takes an exact penalty function as the merit function to determine if the trial step is accepted. The global convergence of the SQP-PG method is proved and the iteration complexity for obtaining an $\epsilon$-stationary point is analyzed. We also establish the local linear convergence result of the SQP-PG method under the second-order sufficient condition. Numerical results demonstrate that, compared to the state-of-the-art algorithms, SQP-PG is an effective method for equality constrained composite optimization problems.</p>},
issn = {1991-7139},
doi = {https://doi.org/10.4208/jcm.2404-m2023-0128},
url = {http://global-sci.org/intro/article_detail/jcm/24269.html}
}