An optimal variant of Kelley's cutting-plane method
From MaRDI portal
Publication:344947
DOI10.1007/S10107-016-0985-7zbMATH Open1349.90880OpenAlexW1931370844MaRDI QIDQ344947FDOQ344947
Abstract: We propose a new variant of Kelley's cutting-plane method for minimizing a nonsmooth convex Lipschitz-continuous function over the Euclidean space. We derive the method through a constructive approach and prove that it attains the optimal rate of convergence for this class of problems.
Recommendations
Cites work
- scientific article; zbMATH DE number 3559294 (Why is no real title available?)
- scientific article; zbMATH DE number 3577030 (Why is no real title available?)
- A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
- A bundle-Newton method for nonsmooth unconstrained minimization
- Efficiency of proximal bundle methods
- Interior Gradient and Epsilon-Subgradient Descent Methods for Constrained Convex Minimization
- Introductory lectures on convex optimization. A basic course.
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Minimax Theorems
- New variants of bundle methods
- Newton's method for convex programming and Tschebyscheff approximation
- Non-Euclidean restricted memory level method for large-scale convex optimization
- Numerical methods for nondifferentiable convex optimization
- Optimized first-order methods for smooth convex minimization
- Partitioning procedures for solving mixed-variables programming problems
- Performance of first-order methods for smooth convex minimization: a novel approach
- Positive definite completions of partial Hermitian matrices
- Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
- Proximity control in bundle methods for convex nondifferentiable minimization
- Survey of Bundle Methods for Nonsmooth Optimization
- The Cutting-Plane Method for Solving Convex Programs
- Variable metric bundle methods: From conceptual to implementable forms
Cited in
(19)- Worst-case convergence analysis of inexact gradient and Newton methods through semidefinite programming performance estimation
- Another look at the fast iterative shrinkage/thresholding algorithm (FISTA)
- Optimally cutting a surface into a disk
- Generalizing the optimized gradient method for smooth convex minimization
- Exact worst-case performance of first-order methods for composite convex optimization
- Interpolation conditions for linear operators and applications to performance estimation problems
- Principled analyses and design of first-order methods with inexact proximal operators
- scientific article; zbMATH DE number 3904352 (Why is no real title available?)
- Linear Programming on the Stiefel Manifold
- scientific article; zbMATH DE number 3948004 (Why is no real title available?)
- Tight sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems
- Accelerated proximal point method for maximally monotone operators
- Tight ergodic sublinear convergence rate of the relaxed proximal point algorithm for monotone variational inequalities
- Assessment of surgical strategies for addressing keloids: an optimization problem
- Efficient first-order methods for convex minimization: a constructive approach
- The exact information-based complexity of smooth convex minimization
- On the convergence analysis of the optimized gradient method
- Optimal complexity and certification of Bregman first-order methods
- Analysis of optimization algorithms via sum-of-squares
This page was built for publication: An optimal variant of Kelley's cutting-plane method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q344947)
