Proximal bundle methods for hybrid weakly convex composite optimization problems
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) based on a generic bundle update scheme which includes various well-known bundle update schemes. In contrast … Read more