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math.OC2026
An Absolute-Error Proximal Bundle Method through the Lens of Frank-Wolf
David Fersztand, Xu Andy Sun
The proximal bundle method (PBM) is a fundamental and computationally effective algorithm for solving optimization problems with nonsmooth components. In this paper, we conduct a t…
math.OC2025
On the Acceleration of Proximal Bundle Methods
David Fersztand, Xu Andy Sun
The proximal bundle method (PBM) is a fundamental and computationally effective algorithm for solving nonsmooth optimization problems. In this paper, we present the first variant o…