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math.OC2025
Multi-cut stochastic approximation methods for solving stochastic convex composite optimization
Jiaming Liang, Renato D. C. Monteiro, Honghao Zhang
This paper considers the stochastic convex composite optimization problem and presents multi-cut stochastic approximation (SA) methods for solving it, whose models in expectation o…
math.OC2024
Parameter-free proximal bundle methods with adaptive stepsizes for hybrid convex composite optimization problems
Renato D. C. Monteiro, Honghao Zhang
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 und…
math.OC2023
Proximal bundle methods for hybrid weakly convex composite optimization problems
Jiaming Liang, Renato D. C. Monteiro, Honghao Zhang
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)…