A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes.

Jiaming Liang Renato D. C. Monteiro

Published in: SIAM J. Optim. (2021)

Keyphrases

worst case
wide range
approximate dynamic programming
optimal solution
decision problems
optimal strategy
databases
computational complexity
dynamic programming
database
real time
learning algorithm
computer vision
error tolerance