A unified analysis of a class of proximal bundle methods for solving hybrid convex composite optimization problems

DOI10.1287/MOOR.2023.1372MaRDI QIDQ6563017zbMATH OpenFDO

Authors Jiaming Liang, Renato D. C. Monteiro

Publication date 27 June 2024

Published in Mathematics of Operations Research (Search for Journal in Brave)

zbMATH Keywords

proximal bundle methoditeration-complexityuniversal methodhybrid convex composite optimization

Mathematics Subject Classification ID

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

(1)

• A single cut proximal bundle method for stochastic convex composite optimization

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