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arXiv · 2303.14896

Proximal bundle methods for hybrid weakly convex composite optimization problems

Jiaming Liang·Renato D. C. Monteiro·Honghao Zhang
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Abstract

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.

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Jiaming Liang, Renato D. C. Monteiro, Honghao Zhang. 2023-03-27. Proximal bundle methods for hybrid weakly convex composite optimization problems. https://arxiv.org/abs/2303.14896

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