MoSSP: A Momentum-Based Single-Loop Stochastic Penalty Method for Nonconvex Constrained DC Optimization
In this paper, we study a general class of nonconvex constrained stochastic problems with difference-of-convex (DC) regularization, where the feasible set is possibly nonconvex, and the concave part of the DC regularizer is allowed to be nonsmooth. The fundamental challenge lies in maintaining feasi…