Rate of Convergence of the Bundle Method

Yu Du () and Andrzej Ruszczynski ()
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Yu Du: Rutgers University

Journal of Optimization Theory and Applications, 2017, vol. 173, issue 3, No 10, 908-922

Abstract: Abstract The number of iterations needed by the bundle method for nonsmooth optimization to achieve a specified solution accuracy can be bounded by the product of the inverse of the accuracy and its logarithm, if the function is strongly convex. The result is true for the versions of the method with multiple cuts and with cut aggregation.

Keywords: Nonsmooth optimization; Bundle method; 90C25 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-017-1108-1

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