A new primal-dual algorithm for solving saddle-point problems

MaRDI QIDQ2987345zbMATH OpenFDO

Authors Chun Zhang, Deren Han, Xing-Ju Cai

Publication date 17 May 2017

zbMATH Keywords

constrained optimizationglobal convergenceprimal-dual algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Minimax problems in mathematical programming (90C47) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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(20)

• Precompact convergence of the nonconvex primal-dual hybrid gradient algorithm
• An algorithmic framework of generalized primal-dual hybrid gradient methods for saddle point problems
• A relaxed parameter condition for the primal-dual hybrid gradient method for saddle-point problem
• A double extrapolation primal-dual algorithm for saddle point problems
• Solving saddle point problems: a landscape of primal-dual algorithm with larger stepsizes
• Convergence analysis of primal-dual algorithms for a saddle-point problem: from contraction perspective
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• Approximate first-order primal-dual algorithms for saddle point problems
• A partially inexact generalized primal-dual hybrid gradient method for saddle point problems with bilinear couplings
• Primal-Dual First-Order Methods for Affinely Constrained Multi-block Saddle Point Problems
• A new prediction-correction primal-dual hybrid gradient algorithm for solving convex minimization problems with Linear constraints
• A primal-dual prediction-correction algorithm for saddle point optimization

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