|Start Page Number:||908|
|End Page Number:||922|
|Publication Date:||Jun 2017|
|Journal:||Journal of Optimization Theory and Applications|
|Keywords:||heuristics, programming: convex|
The number of iterations needed by the bundle method for nonsmooth optimization to achieve a specified solution accuracy can be bounded by the product of the inverse of the accuracy and its logarithm, if the function is strongly convex. The result is true for the versions of the method with multiple cuts and with cut aggregation.