Efficiency of Proximal Bundle Methods

被引：0
作者：
K. C. Kiwiel
机构：
[1] Systems Research Institute,
来源：
Journal of Optimization Theory and Applications | 2000年 / 104卷
关键词：
nondifferentiable optimization; convex programming; proximal bundle methods; efficiency; complexity;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We give efficiency estimates for proximal bundle methods for finding f*≔minXf, where f and X are convex. We show that, for any accuracy ∈<0, these methods find a point xk∈X such that f(xk)−f*≤∈ after at most k=O(1/∈3) objective and subgradient evaluations.
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页码：589 / 603
页数：14
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