A Unified Analysis of a Class of Proximal Bundle Methods for Solving Hybrid Convex Composite Optimiz...
A Unified Analysis of a Class of Proximal Bundle Methods for Solving Hybrid Convex Composite Optimization Problems
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Linthicum: INFORMS
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English
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Linthicum: INFORMS
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This paper presents a proximal bundle (PB) framework based on a generic bundle update scheme for solving the hybrid convex composite optimization (HCCO) problem and establishes a common iteration-complexity bound for any variant belonging to it. As a consequence, iteration-complexity bounds for three PB variants based on different bundle update sch...
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A Unified Analysis of a Class of Proximal Bundle Methods for Solving Hybrid Convex Composite Optimization Problems
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TN_cdi_proquest_journals_3076689539
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_3076689539
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ISSN
0364-765X
E-ISSN
1526-5471
DOI
10.1287/moor.2023.1372