A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes
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Publication:5013585
DOI10.1137/20M1327513MaRDI QIDQ5013585
Renato D. C. Monteiro, Jiaming Liang
Publication date: 1 December 2021
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.11457
Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30)
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