Preconditioned proximal point methods and notions of partial subregularity
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Abstract: Based on the needs of convergence proofs of preconditioned proximal point methods, we introduce notions of partial strong submonotonicity and partial (metric) subregularity of set-valued maps. We study relationships between these two concepts, neither of which is generally weaker or stronger than the other one. For our algorithmic purposes, the novel submonotonicity turns out to be easier to employ than more conventional error bounds obtained from subregularity. Using strong submonotonicity, we demonstrate the linear convergence of the Primal-Dual Proximal splitting method to some strictly complementary solutions of example problems from image processing and data science. This is without the conventional assumption that all the objective functions of the involved saddle point problem are strongly convex.
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Cited in
(7)- Predictive online optimisation with applications to optical flow
- On the linear convergence of the general first order primal-dual algorithm
- Acceleration and global convergence of a first-order primal-dual method for nonconvex problems
- Regularisation, optimisation, subregularity
- Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques
- Proximal methods for point source localisation
- Single-loop methods for bilevel parameter learning in inverse imaging
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