# Single-loop Algorithms for Stochastic Non-convex Optimization with Weakly-Convex Constraints

arXiv: https://arxiv.org/abs/2504.15243 · HTML: https://mlsanity.com/paper/2504.15243/

## Key facts

- Cited by 6 papers in the map (data through 14 Oct 2026).
- Builds on 33 of its 45 references that are in the map.
- First posted on arXiv 21 Apr 2025.

## Builds on (most cited first, 30 of 33)

- [Trust Region Policy Optimization](https://mlsanity.com/paper/1502.05477/) (2015)
- [Convex optimization](https://mlsanity.com/paper/2106.01946/) (2021)
- [LAION-400M: Open Dataset of CLIP-Filtered 400 Million Image-Text Pairs](https://mlsanity.com/paper/2111.02114/) (2021)
- [CheXpert: A Large Chest Radiograph Dataset with Uncertainty Labels and Expert Comparison](https://mlsanity.com/paper/1901.07031/) (2019)
- [BDD100K: A Diverse Driving Dataset for Heterogeneous Multitask Learning](https://mlsanity.com/paper/1805.04687/) (2018)
- [Empirical Risk Minimization under Fairness Constraints](https://mlsanity.com/paper/1802.08626/) (2018)
- [Stochastic model-based minimization of weakly convex functions](https://mlsanity.com/paper/1803.06523/) (2018)
- [Online Convex Optimization with Stochastic Constraints](https://mlsanity.com/paper/1708.03741/) (2017)
- [Large-scale Robust Deep AUC Maximization: A New Surrogate Loss and Empirical Studies on Medical Image Classification](https://mlsanity.com/paper/2012.03173/) (2020)
- [Provable Stochastic Optimization for Global Contrastive Learning: Small Batch Does Not Harm Performance](https://mlsanity.com/paper/2202.12387/) (2022)
- [Oracle Complexity in Nonsmooth Nonconvex Optimization](https://mlsanity.com/paper/2104.06763/) (2021)
- [Adversarial Robustness with Semi-Infinite Constrained Learning](https://mlsanity.com/paper/2110.15767/) (2021)
- [Stochastic First-order Methods for Convex and Nonconvex Functional Constrained Optimization](https://mlsanity.com/paper/1908.02734/) (2019)
- [Proximally Guided Stochastic Subgradient Method for Nonsmooth, Nonconvex Problems](https://mlsanity.com/paper/1707.03505/) (2017)
- [Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization](https://mlsanity.com/paper/2007.10525/) (2020)
- [An Inexact Augmented Lagrangian Framework for Nonconvex Optimization with Nonlinear Constraints](https://mlsanity.com/paper/1906.11357/) (2019)
- [Finite-Sum Coupled Compositional Stochastic Optimization: Theory and Applications](https://mlsanity.com/paper/2202.12396/) (2022)
- [Quadratically Regularized Subgradient Methods for Weakly Convex Optimization with Weakly Convex Constraints](https://mlsanity.com/paper/1908.01871/) (2019)
- [An Adaptive Stochastic Sequential Quadratic Programming with Differentiable Exact Augmented Lagrangians](https://mlsanity.com/paper/2102.05320/) (2021)
- [Rate-improved Inexact Augmented Lagrangian Method for Constrained Nonconvex Optimization](https://mlsanity.com/paper/2007.01284/) (2020)
- [Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems](https://mlsanity.com/paper/2211.15943/) (2022)
- [Stochastic Inexact Augmented Lagrangian Method for Nonconvex Expectation Constrained Optimization](https://mlsanity.com/paper/2212.09513/) (2022)
- [First-Order Methods for Nonsmooth Nonconvex Functional Constrained Optimization with or without Slater Points](https://mlsanity.com/paper/2212.00927/) (2022)
- [Multi-block-Single-probe Variance Reduced Estimator for Coupled Compositional Optimization](https://mlsanity.com/paper/2207.08540/) (2022)
- [Complexity of Single Loop Algorithms for Nonlinear Programming with Stochastic Objective and Constraints](https://mlsanity.com/paper/2311.00678/) (2023)
- [Oracle Complexity of Single-Loop Switching Subgradient Methods for Non-Smooth Weakly Convex Functional Constrained Optimization](https://mlsanity.com/paper/2301.13314/) (2023)
- [Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints](https://mlsanity.com/paper/2302.14790/) (2023)
- [Non-Smooth Weakly-Convex Finite-sum Coupled Compositional Optimization](https://mlsanity.com/paper/2310.03234/) (2023)
- [A single-loop SPIDER-type stochastic subgradient method for expectation-constrained nonconvex nonsmooth optimization](https://mlsanity.com/paper/2501.19214/) (2025)
- [A Sequential Quadratic Programming Method with High Probability Complexity Bounds for Nonlinear Equality Constrained Stochastic Optimization](https://mlsanity.com/paper/2301.00477/) (2023)

## Built on by (most cited first, 6 of 6)

- [Nonconvex Composite Functional Constraints via First-Order Augmented Lagrangian Methods under Local Regularity](https://mlsanity.com/paper/2607.08954/) (2026)
- [Stochastic Momentum Methods for Non-smooth Non-Convex Finite-Sum Coupled Compositional Optimization](https://mlsanity.com/paper/2506.02504/) (2025)
- [Global Optimality for Constrained Exploration via Penalty Regularization](https://mlsanity.com/paper/2604.28144/) (2026)
- [Stochastic Penalty-Barrier Method for Constrained Machine Learning](https://mlsanity.com/paper/2605.18618/) (2026)
- [MoSSP: A Momentum-Based Single-Loop Stochastic Penalty Method for Nonconvex Constrained DC-Regularized Optimization](https://mlsanity.com/paper/2605.29635/) (2026)
- [Residual-Controlled Multiplier Learning for Stochastic Constrained Decision-Making](https://mlsanity.com/paper/2606.07088/) (2026)

## Abstract (arXiv)

Constrained optimization with multiple functional inequality constraints has significant applications in machine learning. This paper examines a crucial subset of such problems where both the objective and constraint functions are weakly convex. Existing methods often face limitations, including slow convergence rates or reliance on double-loop algorithmic designs. To overcome these challenges, we introduce a novel single-loop penalty-based stochastic algorithm. Following the classical exact penalty method, our approach employs a bf hinge-based penalty, which permits the use of a constant penalty parameter, enabling us to achieve a bf state-of-the-art complexity for finding an approximate Karush-Kuhn-Tucker (KKT) solution. We further extend our algorithm to address finite-sum coupled compositional objectives, which are prevalent in artificial intelligence applications, establishing improved complexity over existing approaches. Finally, we validate our method through experiments on fair learning with receiver operating characteristic (ROC) fairness constraints and continual learning with non-forgetting constraints.