9 citations · 20 across the 22 of their papers we have counts for
4 papers · 2 filters
Optimal Convergence Rates for the Proximal Bundle Method
Mateo Díaz, Benjamin Grimmer
We study convergence rates of the classic proximal bundle method for a variety of nonsmooth convex optimization problems. We show that, without any modification, this algorithm ada…
Radial Duality Part II: Applications and Algorithms
Benjamin Grimmer
The first part of this work established the foundations of a radial duality between nonnegative optimization problems, inspired by the work of (Renegar, 2016). Here we utilize our…
Radial Duality Part I: Foundations
Benjamin Grimmer
(Renegar, 2016) introduced a novel approach to transforming generic conic optimization problems into unconstrained, uniformly Lipschitz continuous minimization. We introduce {\it r…
General Holder Smooth Convergence Rates Follow From Specialized Rates Assuming Growth Bounds
Benjamin Grimmer
Often in the analysis of first-order methods for both smooth and nonsmooth optimization, assuming the existence of a growth/error bound or KL condition facilitates much stronger co…