bundle methods

Minimizing the difference of convex and weakly convex functions via bundle method

  • Ksenia Syrtseva
  • Welington de Oliveira
  • Sophie Demassey
  • Wim van Ackooij
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , , ,

    We consider optimization problems with objective and constraint being the difference of convex and weakly convex functions. This framework covers a vast family of nonsmooth and nonconvex optimization problems, particularly those involving Difference-of-Convex (DC) functions with known DC decomposition, functions whose gradient is Lipschitz continuous, as well as problems that comprise certain classes of composite … Read more

    A unified analysis of descent sequences in weakly convex optimization, including convergence rates for bundle methods

  • Felipe Atenas
  • Claudia Sagastizábal
  • Paulo J. S. Silva
  • Mikhail V. Solodov
    • Categories Complementarity and Variational Inequalities, Nonlinear Optimization Tags , , , , , , ,

    We present a framework for analyzing convergence and local rates of convergence of a class of descent algorithms, assuming the objective function is weakly convex. The framework is general, in the sense that it combines the possibility of explicit iterations (based on the gradient or a subgradient at the current iterate), implicit iterations (using a … Read more