A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints
提出将带凸约束的非光滑问题重写为无约束问题，该新形式与原问题有相同的全局和局部极小点，可用标准非光滑优化方法求解，数值实验表明优于现有方法。
Abstract In the present paper we propose to rewrite a nonsmooth problem subjected to convex constraints as an unconstrained problem. We show that this novel formulation shares the same global and local minima with the original constrained problem. Moreover, the reformulation can be solved with standard nonsmooth optimization methods if we are able to make projections onto the feasible sets. Numerical evidence shows that the proposed formulation compares favorably against state-of-art approaches. Code can be found at https://github.com/jth3galv/dfppm .