Optimal Convergence Rates for the Proximal Bundle Method
Work
Year: 2023
Type: article
Abstract: .We study convergence rates of the classic proximal bundle method for a variety of nonsmooth convex optimization problems. We show that, without any modification, this algorithm adapts to converge fas... more
Source: SIAM Journal on Optimization
Authors Mateo Díaz, Benjamin Grimmer
Cites: 57
Cited by: 12
Related to: 10
FWCI: 3.264
Citation percentile (by year/subfield): 99.99
Subfield: Computational Mechanics
Field: Engineering
Domain: Physical Sciences
Open Access status: green
Funder National Science Foundation
Grant ID DGE-1650441