Fast proximal algorithms for nonsmooth convex optimization
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Publication:6337049
DOI10.1016/J.ORL.2020.09.008arXiv2003.08902MaRDI QIDQ6337049FDOQ6337049
Authors: Adam Ouorou 
Publication date: 19 March 2020
Abstract: In the lines of our approach in cite{Ouorou2019}, where we exploit Nesterov fast gradient concept cite{Nesterov1983} to the Moreau-Yosida regularization of a convex function, we devise new proximal algorithms for nonsmooth convex optimization. These algorithms need no bundling mechanism to update the stability center while preserving the complexity estimates established in cite{Ouorou2019}. We report some preliminary computational results on some academic test problem to give a first estimate of their performance in relation with the classical proximal bundle algorithm.
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