3 papers
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)…
math.OC2022
A single cut proximal bundle method for stochastic convex composite optimization
Jiaming Liang, Vincent Guigues, Renato D. C. Monteiro
This paper considers optimization problems where the objective is the sum of a function given by an expectation and a closed convex composite function, and proposes stochastic comp…
math.OC2021
Global Complexity Bound of a Proximal ADMM for Linearly-Constrained Nonseperable Nonconvex Composite Programming
Weiwei Kong, Renato D. C. Monteiro
This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly-constrained nonconvex optimization problems where th…