A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes
DOI10.1137/20M1327513MaRDI QIDQ5013585FDOQ5013585
Authors: Jiaming Liang, Renato D. C. Monteiro 
Publication date: 1 December 2021
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.11457
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Numerical mathematical programming methods (65K05) Convex programming (90C25) Analysis of algorithms and problem complexity (68Q25) Nonlinear programming (90C30) Abstract computational complexity for mathematical programming problems (90C60)
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Cited In (6)
- A unified analysis of a class of proximal bundle methods for solving hybrid convex composite optimization problems
- A proximal bundle variant with optimal iteration-complexity for a large range of prox stepsizes
- Optimal Convergence Rates for the Proximal Bundle Method
- Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization
- A single cut proximal bundle method for stochastic convex composite optimization
- A nonmonotone proximal bundle method with (potentially) continuous step decisions
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