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Global Linear Convergence of the Proximal Bundle Method under Unknown Piecewise Smoothness and Quadratic Growth

Lin, Zhenwei et al.
arXiv (All) · Papers
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optimization-and-control
We study why the proximal bundle method (PBM) can perform better in practice when it retains more cutting planes. We consider convex objectives with quadratic growth and an unknown piecewise-smooth structure. Our key observation is that retaining sufficiently many cutting planes allows PBM to exploi
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