Linear convergence of the derivative-free proximal bundle method on convex nonsmooth functions, with application to the derivative-free \(\mathcal{VU}\)-algorithm (Q6564758)

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scientific article; zbMATH DE number 7873868
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Linear convergence of the derivative-free proximal bundle method on convex nonsmooth functions, with application to the derivative-free \(\mathcal{VU}\)-algorithm
scientific article; zbMATH DE number 7873868

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    Linear convergence of the derivative-free proximal bundle method on convex nonsmooth functions, with application to the derivative-free \(\mathcal{VU}\)-algorithm (English)
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    1 July 2024
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    convex optimisation
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    derivative-free optimisation
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    nonsmooth optimisation
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    proximal point
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    bundle methods
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    inexact subgradient
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    \(\mathcal{VU}\)-algorithm
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    error bound
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    linear convergence
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