Optimal Convergence Rates for the Proximal Bundle Method

DOI10.1137/21m1428601zbMath1519.90167arXiv2105.07874OpenAlexW3162304593MaRDI QIDQ6155876

Benjamin Grimmer, Mateo Díaz

Publication date: 7 June 2023

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.07874

zbMATH Keywords

convergence ratesconvex optimizationproximal bundle methodfirst-order methodsHölder growth

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10)

Related Items (2)

Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates ⋮ On optimal universal first-order methods for minimizing heterogeneous sums

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