On the Efficient Computation of Proximal Operators of Affine-Constrained Nonconvex Functions

Proximal operators with affine constraints arise in numerous models in nonconvex projection, composite optimization, and structured regularization. However, their efficient computation remains challenging due to the simultaneous presence of affine constraints and nonsmooth, possibly nonconvex objectives. In this work, we develop a unified dual-representability framework for analyzing and computing affine-constrained proximal mappings. Specifically, we introduce a multiplier inclusion formulation that connects the primal affine-constrained proximal problem to an unconstrained convex dual problem. Based on this formulation, we prove that, whenever the associated dual inclusion problem admits a solution, strong duality holds. For convex functions and a broad class of prox-regular nonconvex functions, we establish that dual representability holds under a simple subdifferential sum rule, and further develop a hierarchy of verifiable regularity conditions that guarantee this sum rule in the convex and projection settings. In addition, we analyze the smoothness and strong convexity properties of the dual objective, providing a rigorous foundation that guarantees fast local convergence rates for efficient first- and second-order methods. Numerical experiments demonstrate that the proposed dual reformulation enables the reliable computation of globally optimal solutions for a range of large-scale nonconvex proximal and projection problems using existing convex optimization solvers.

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Publication Details

Journal
Mathematics of Operations Research
Published
2026-11-06
DOI
https://doi.org/10.1287/moor.2026.1364
Citations
1
Primary Topic
Optimization and Variational Analysis
Type
article
Field-Weighted Citation Impact
2.51
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article

On the Efficient Computation of Proximal Operators of Affine-Constrained Nonconvex Functions

Tianyun Tang, Kim-Chuan Toh, Di Hou, Shiwei Wang
1 citations
Mathematics of Operations Research
Optimization and Variational Analysis
2.51
article

On the Efficient Computation of Proximal Operators of Affine-Constrained Nonconvex Functions

Tianyun Tang, Kim-Chuan Toh, Di Hou, Shiwei Wang
article en
1 citations

Abstract

Proximal operators with affine constraints arise in numerous models in nonconvex projection, composite optimization, and structured regularization. However, their efficient computation remains challenging due to the simultaneous presence of affine constraints and nonsmooth, possibly nonconvex objectives. In this work, we develop a unified dual-representability framework for analyzing and computing affine-constrained proximal mappings. Specifically, we introduce a multiplier inclusion formulation that connects the primal affine-constrained proximal problem to an unconstrained convex dual problem. Based on this formulation, we prove that, whenever the associated dual inclusion problem admits a solution, strong duality holds. For convex functions and a broad class of prox-regular nonconvex functions, we establish that dual representability holds under a simple subdifferential sum rule, and further develop a hierarchy of verifiable regularity conditions that guarantee this sum rule in the convex and projection settings. In addition, we analyze the smoothness and strong convexity properties of the dual objective, providing a rigorous foundation that guarantees fast local convergence rates for efficient first- and second-order methods. Numerical experiments demonstrate that the proposed dual reformulation enables the reliable computation of globally optimal solutions for a range of large-scale nonconvex proximal and projection problems using existing convex optimization solvers.

Mathematics of Operations Research
National University of Singapore (SG), Chinese Academy of Sciences (CN), University of Chicago (US), Academy of Mathematics and Systems Science (CN), Institute of Operations Research and Analytics (SG)
Openalex Percentile: Top 15%
Optimization and Variational Analysis
2.51
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On the Efficient Computation of Proximal Operators of Affine-Constrained Nonconvex Functions — Tianyun Tang, Kim-Chuan Toh, et al. · Mathematics of Operations Research (2026) | TGRS Research Map | TGRS