Proximal bundle methods for hybrid weakly convex composite optimization problems
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| _version_ | 1866914572683706368 |
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| author | Liang, Jiaming Monteiro, Renato D. C. Zhang, Honghao |
| author_facet | Liang, Jiaming Monteiro, Renato D. C. Zhang, Honghao |
| contents | This paper establishes the iteration-complexity of proximal bundle methods for solving hybrid (i.e., a blend of smooth and nonsmooth) weakly convex composite optimization (HWC-CO) problems. This is done in a unified manner by considering a proximal bundle framework (PBF), which includes various well-known bundle update schemes. In contrast to hard-to-check stationary conditions (e.g., the Moreau stationarity) used by other methods for solving HWC-CO, PBF uses a stationarity measure that is easily verifiable. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2303_14896 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Proximal bundle methods for hybrid weakly convex composite optimization problems Liang, Jiaming Monteiro, Renato D. C. Zhang, Honghao Optimization and Control This paper establishes the iteration-complexity of proximal bundle methods for solving hybrid (i.e., a blend of smooth and nonsmooth) weakly convex composite optimization (HWC-CO) problems. This is done in a unified manner by considering a proximal bundle framework (PBF), which includes various well-known bundle update schemes. In contrast to hard-to-check stationary conditions (e.g., the Moreau stationarity) used by other methods for solving HWC-CO, PBF uses a stationarity measure that is easily verifiable. |
| title | Proximal bundle methods for hybrid weakly convex composite optimization problems |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2303.14896 |