An Accelerated HPE-Type Algorithm for a Class of Composite Convex-Concave Saddle-Point Problems

DOI10.1137/14096757XzbMath1329.90179MaRDI QIDQ3465236

Renato D. C. Monteiro, Yunlong He

Publication date: 21 January 2016

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

complexitysmoothingsaddle-point probleminexact proximal point methodmonotone inclusion problemhybrid proximal extragradientcomposite convex optimizationaccelerated method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Numerical optimization and variational techniques (65K10) Monotone operators and generalizations (47H05)

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