A trust-region method for nonsmooth composite optimization gets worst-case complexity bounds matching the smooth case under unbounded Hessian growth, and a new projected proximal-gradient subproblem solver is introduced.
Efficient proximal subproblem solvers for a nonsmooth trust-region method
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Projected proximal gradient trust-region algorithm for nonsmooth optimization
A trust-region method for nonsmooth composite optimization gets worst-case complexity bounds matching the smooth case under unbounded Hessian growth, and a new projected proximal-gradient subproblem solver is introduced.