A single cut proximal bundle method for stochastic convex composite optimization

DOI10.1007/s10107-023-02035-2MaRDI QIDQ6634524

Vincent Guigues, Renato D. C. Monteiro, Jiaming Liang

Publication date: 7 November 2024

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

stochastic approximationproximal bundle methodoptimal complexity boundstochastic convex composite optimization

Mathematics Subject Classification ID

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) Numerical methods based on nonlinear programming (49M37)

This page was built for publication: A single cut proximal bundle method for stochastic convex composite optimization