Primal-dual proximal algorithms for structured convex optimization: a unifying framework
The authors introduce a novel primal-dual framework for solving structured convex optimization problems involving the sum of a Lipschitz-differentiable function and two nonsmooth functions, one of which composed with a linear continuous operator. The new framework is based on an asymmetric forward-backward-adjoint three-term splitting and it contains as special cases some known algorithms and some new primal-dual schemes. Linear convergence of the new method is achieved under four different regularity assumptions for the cost functions and for the class of problems with piecewise linear-quadratic cost functions. For the entire collection see [Zbl 1407.90006].
- A primal-dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms
- A primal-dual algorithm framework for convex saddle-point optimization
- A new primal-dual algorithm for structured convex optimization involving a Lipschitzian term
- An implementable first-order primal-dual algorithm for structured convex optimization
- A unified primal-dual algorithm framework based on Bregman iteration
- An implementable first-order primal-dual algorithm for structured convex optimization
- The PRIMPING routine -- tiling through proximal alternating linearized minimization
- A new primal-dual algorithm for minimizing the sum of three functions with a linear operator
- A golden ratio primal-dual algorithm for structured convex optimization
- Shadow Douglas-Rachford splitting for monotone inclusions
- Local linear convergence of a primal-dual algorithm for the augmented convex models
- A primal-dual algorithm framework for convex saddle-point optimization
- Cocoercivity, smoothness and bias in variance-reduced stochastic gradient methods
- A generalized forward-backward splitting operator: degenerate analysis and applications
- Bregman three-operator splitting methods
- Generating structured nonsmooth priors and associated primal-dual methods
- A primal-dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms
- Proximal-based pre-correction decomposition methods for structured convex minimization problems
- A new primal-dual algorithm for structured convex optimization involving a Lipschitzian term
- On the convergence of stochastic primal-dual hybrid gradient
- Nonlinear forward-backward splitting with projection correction
- A unified primal-dual algorithm framework for inequality constrained problems
- A unified primal-dual algorithm framework based on Bregman iteration
- Convergence analysis of a primal-dual optimization-by-continuation algorithm
- On degenerate preconditioned proximal point methods under restricted monotonicity
- On the metric resolvent: nonexpansiveness, convergence rates and applications
- Adaptive proximal algorithms for convex optimization under local Lipschitz continuity of the gradient
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