An optimal variant of Kelley's cutting-plane method


Wepropose a newvariant ofKelley’s cutting-planemethod forminimizing a nonsmooth convex Lipschitz-continuous function over the Euclidean space.We derive the method through a constructive approach and prove that it attains the optimal rate of convergence for this class of problems. 
DOI: 10.1007/s10107-016-0985-7


1 Figure or Table

Slides referencing similar topics