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.

引用

页码：589 / 603

页数：14

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