Optimal Convergence Rates for the Proximal Bundle Method
Author:
Affiliation:
1. Department of Computing and Mathematical Sciences, Caltech, Pasadena, CA 91125 USA.
2. Department of Applied Mathematics and Statistics, Johns Hopkins University, Baltimore, MD 21218 USA.
Funder
National Science Foundation
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Theoretical Computer Science,Software,Applied Mathematics
Reference56 articles.
1. A family of variable metric proximal methods
2. Weak Sharp Minima in Mathematical Programming
3. Representations of quasi-Newton matrices and their use in limited memory methods
4. Low-Rank Matrix Recovery with Composite Optimization: Good Conditioning and Rapid Convergence
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