An improved first-order primal-dual algorithm with a new correction step

DOI10.1007/S10898-012-9999-8zbMath1282.90232OpenAlexW2079522748MaRDI QIDQ386446

Lingling Xu, Deren Han, Xing-Ju Cai

Publication date: 9 December 2013

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-012-9999-8

zbMATH Keywords

variational inequalitiessaddle-point problemsprimal-dualcontraction step

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (18)

On the linear convergence of the general first order primal-dual algorithm ⋮ A primal-dual algorithm framework for convex saddle-point optimization ⋮ Unified linear convergence of first-order primal-dual algorithms for saddle point problems ⋮ Improved variance reduction extragradient method with line search for stochastic variational inequalities ⋮ A partially inexact generalized primal-dual hybrid gradient method for saddle point problems with bilinear couplings ⋮ Understanding the convergence of the preconditioned PDHG method: a view of indefinite proximal ADMM ⋮ Solving saddle point problems: a landscape of primal-dual algorithm with larger stepsizes ⋮ An alternative extrapolation scheme of PDHGM for saddle point problem with nonlinear function ⋮ A double extrapolation primal-dual algorithm for saddle point problems ⋮ A first-order inexact primal-dual algorithm for a class of convex-concave saddle point problems ⋮ Nonsymmetric proximal point algorithm with moving proximal centers for variational inequalities: convergence analysis ⋮ A prediction-correction-based primal-dual hybrid gradient method for linearly constrained convex minimization ⋮ A primal-dual prediction-correction algorithm for saddle point optimization ⋮ A proximal point algorithm with asymmetric linear term ⋮ A modified primal-dual method with applications to some sparse recovery problems ⋮ The indefinite proximal point algorithms for maximal monotone operators ⋮ Approximate first-order primal-dual algorithms for saddle point problems ⋮ A relaxed parameter condition for the primal-dual hybrid gradient method for saddle-point problem

Cites Work

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• Alternating Direction Method with Gaussian Back Substitution for Separable Convex Programming
• Convergence Analysis of Primal-Dual Algorithms for a Saddle-Point Problem: From Contraction Perspective
• A General Framework for a Class of First Order Primal-Dual Algorithms for Convex Optimization in Imaging Science
• Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
• The method of projections for finding the common point of convex sets

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