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Rate of Convergence of the Bundle Method

  • Yu Du
  • Andrzej RuszczyńskiEmail author
Article
  • 329 Downloads

Abstract

The number of iterations needed by the bundle method for nonsmooth optimization to achieve a specified solution accuracy can be bounded by the product of the inverse of the accuracy and its logarithm, if the function is strongly convex. The result is true for the versions of the method with multiple cuts and with cut aggregation.

Keywords

Nonsmooth optimization Bundle method 

Mathematics Subject Classification

90C25 

Notes

Acknowledgements

This work was partially supported by the National Science Foundation Award DMS-1312016 and the Air Force Office of Scientific Research Award FA95550-15-1-0251.

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Copyright information

© Springer Science+Business Media New York 2017

Authors and Affiliations

  1. 1.Department of Management Science and Information SystemsRutgers UniversityPiscatawayUSA

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