Tutte Colloquium - Warren Hare

Title: Proximal bundle methods for inexact oracle functions

Abstract: An inexact oracle function is a function that, given a point, provides an approximate function value and an approximate subgradient at that point.  We consider the challenge of locating a stationary point of a nonconvex locally Lipschitz function given an inexact oracle.  We show that only minor adjustments to the Redistributed Proximal Bundle Method are required to ensure it works in this situation.