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The number of iterations needed by the bundle method for nonsmooth optimization to achieve a specified solution accuracy can be bounded by the product of the inverse of the accuracy… Click to show full abstract
The number of iterations needed by the bundle method for nonsmooth optimization to achieve a specified solution accuracy can be bounded by the product of the inverse of the accuracy and its logarithm, if the function is strongly convex. The result is true for the versions of the method with multiple cuts and with cut aggregation.
Keywords:
bundle method;
convergence bundle;
rate convergence;
method
Journal Title: Journal of Optimization Theory and Applications
Year Published: 2017
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Journal Title: Journal of Optimization Theory and Applications
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!