Abstract
In this paper we describe a number of new variants of bundle methods for nonsmooth unconstrained and constrained convex optimization, convex—concave games and variational inequalities. We outline the ideas underlying these methods and present rate-of-convergence estimates.
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Lemaréchal, C., Nemirovskii, A. & Nesterov, Y. New variants of bundle methods. Mathematical Programming 69, 111–147 (1995). https://doi.org/10.1007/BF01585555
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DOI: https://doi.org/10.1007/BF01585555