Complexity and numerical experiments of a new adaptive generic proximal bundle method

TL;DR

This paper introduces an adaptive proximal bundle method, analyzes its complexity, and compares its performance with existing methods through numerical experiments on various optimization problems.

Contribution

The paper presents a novel adaptive generic proximal bundle method with complexity analysis and empirical performance comparison.

Findings

The new method has favorable complexity bounds.

Numerical experiments show improved performance over existing bundle methods.

The approach is effective on a diverse set of optimization problems.

Abstract

This paper develops an adaptive generic proximal bundle method, shows its complexity, and presents numerical experiments comparing this method with two bundle methods on a set of optimization problems.