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math.OC2016
Rate of Convergence of the Bundle Method
Yu Du, Andrzej Ruszczynski
We prove that the bundle method for nonsmooth optimization achieves solution accuracy in at most iterations, if…
math.OC2015
Selective Linearization For Multi-Block Convex Optimization
Yu Du, Xiaodong Lin, Andrzej Ruszczynski
We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linear…