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Linearly Convergent Algorithms for Nonsmooth Problems with Unknown Smooth Regions

Zhang, Zhe et al.
arXiv (All) · Papers
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machine-learningoptimization-and-control
We develop efficient algorithms for optimizing piecewise smooth (PWS) functions when their smooth regions are \emph{unknown} to the algorithm. For convex PWS functions satisfying a quadratic growth (QG) condition, we demonstrate that the bundle-level (BL)-type method~\cite{lemarechal1995new} achieve
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