Нүүр зураг

Primal-dual proximal bundle and conditional gradient methods for convex problems

-д хадгалсан:
-д хэвлэсэн:arXiv.org (Dec 23, 2024), p. n/a
Үндсэн зохиолч: Liang, Jiaming
Хэвлэсэн:
Cornell University Library, arXiv.org
Нөхцлүүд:
Saddle points
Complexity
Онлайн хандалт:Citation/Abstract
Full text outside of ProQuest
Шошгууд: Шошго нэмэх
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!

MARC

LEADER 00000nab a2200000uu 4500
001 3138997089
003 UK-CbPIL
022 |a 2331-8422 
035 |a 3138997089 
045 0 |b d20241223 
100 1 |a Liang, Jiaming 
245 1 |a Primal-dual proximal bundle and conditional gradient methods for convex problems 
260 |b Cornell University Library, arXiv.org  |c Dec 23, 2024 
513 |a Working Paper 
520 3 |a This paper studies the primal-dual convergence and iteration-complexity of proximal bundle methods for solving nonsmooth problems with convex structures. More specifically, we develop a family of primal-dual proximal bundle methods for solving convex nonsmooth composite optimization problems and establish the iteration-complexity in terms of a primal-dual gap. We also propose a class of proximal bundle methods for solving convex-concave nonsmooth composite saddle-point problems and establish the iteration-complexity to find an approximate saddle-point. This paper places special emphasis on the primal-dual perspective of the proximal bundle method. In particular, we discover an interesting duality between the conditional gradient method and the cutting-plane scheme used within the proximal bundle method. Leveraging this duality, we further develop novel variants of both the conditional gradient method and the cutting-plane scheme. 
653 |a Saddle points 
653 |a Complexity 
773 0 |t arXiv.org  |g (Dec 23, 2024), p. n/a 
786 0 |d ProQuest  |t Engineering Database 
856 4 1 |3 Citation/Abstract  |u https://www.proquest.com/docview/3138997089/abstract/embedded/7BTGNMKEMPT1V9Z2?source=fedsrch 
856 4 0 |3 Full text outside of ProQuest  |u http://arxiv.org/abs/2412.00585