2021
DOI: 10.3390/math9080874
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An Adaptive Proximal Bundle Method with Inexact Oracles for a Class of Nonconvex and Nonsmooth Composite Optimization

Abstract: In this paper, an adaptive proximal bundle method is proposed for a class of nonconvex and nonsmooth composite problems with inexact information. The composite problems are the sum of a finite convex function with inexact information and a nonconvex function. For the nonconvex function, we design the convexification technique and ensure the linearization errors of its augment function to be nonnegative. Then, the sum of the convex function and the augment function is regarded as an approximate function to the … Show more

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