Showing math.OCShow all
3 papers · 1 filter
math.OC2026
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)…
math.OC2026
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…