Proximal bundle methods have been shown to be highly successful optimization methods for unconstrained convex problems with discontinuous first derivatives. This naturally leads ...
We present a nonsmooth optimization technique for nonconvex maximum eigenvalue functions and for nonsmooth functions which are infinite maxima of eigenvalue functions. We prove glo...
We study the convergence properties of an alternating proximal minimization algorithm for nonconvex structured functions of the type: L(x, y) = f(x)+Q(x, y)+g(y), where f : Rn → ...
: Nowadays, solving nonsmooth (not necessarily differentiable) optimization problems plays a very important role in many areas of industrial applications. Most of the algorithms d...
We study a class of generalized bundle methods for which the stabilizing term can be any closed convex function satisfying certain properties. This setting covers several algorithm...