Penalty relaxation feasibility bound for convex constrained optimization
Penalty relaxation feasibility bound for convex constrained optimization
Let and define a convex constrained optimization problem of the form
For a penalty parameter , consider the penalty relaxation
where denotes the positive part of , and let denote the quantity appearing in the source's Slater-type bound. Penalty relaxation feasibility conjecture. The penalty relaxation can guarantee -feasibility whenever solves
This is presented as following from a Slater-type argument, but the source does not provide enough surrounding definitions to determine the precise meaning of or whether the claim has been established as a theorem.
Sources & referencesView supporting material
Primary source
Guy Kornowski, Swati Padmanabhan, Kai Wang, Zhe Zhang and Suvrit Sra, “First-Order Methods for Linearly Constrained Bilevel Optimization”, arXiv:2406.12771 (2025).
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