Proximal bundle methods for hybrid weakly convex composite optimization problems

Abstract: This paper establishes the iteration-complexity of proximal bundle methods for solving hybrid (i.e., a blend of smooth and nonsmooth) weakly convex composite optimization (HWC-CO) problems. This is done in a unified manner by considering a proximal bundle framework (PBF) based on a generic bundle update framework which includes various well-known bundle update schemes. In contrast to hard-to-check stationary conditions (e.g., the Moreau stationarity) used by other methods for solving HWC-CO, PBF uses a stationarity measure which is easily verifiable.