parameter- free proximal bundle methods.

Parameter-free proximal bundle methods with adaptive stepsizes for hybrid convex composite optimization problems

  • Renato D.C. Monteiro
  • HonghaoZhang
    • Categories Convex and Nonsmooth Optimization, Convex Optimization, Nonlinear Optimization, Other Topics Tags , , ,

    This paper develops a parameter-free adaptive proximal bundle method with two important features: 1) adaptive choice of variable prox stepsizes that “closely fits” the instance under consideration; and 2) adaptive criterion for making the occurrence of serious steps easier. Computational experiments show that our method performs substantially fewer consecutive null steps (i.e., a shorter cycle) … Read more