A primal-dual dynamical approach to structured convex minimization problems

DOI10.1016/j.jde.2020.07.039zbMath1452.37095arXiv1905.08290OpenAlexW3088713018MaRDI QIDQ2003941

Ernö Robert Csetnek, Radu Ioan Boţ, Szilárd Csaba László

Publication date: 13 October 2020

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.08290

zbMATH Keywords

proximal ADMM primal-dual algorithmstructured convex minimization

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Duality theory (optimization) (49N15) Dynamical systems in optimization and economics (37N40) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)

Related Items (13)

Continuous dynamics related to monotone inclusions and non-smooth optimization problems ⋮ A forward-backward dynamical approach for nonsmooth problems with block structure coupled by a smooth function ⋮ A dynamical system method for solving the split convex feasibility problem ⋮ Inertial primal-dual dynamics with damping and scaling for linearly constrained convex optimization problems ⋮ Dynamical system related to primal-dual splitting projection methods ⋮ Time rescaling of a primal-dual dynamical system with asymptotically vanishing damping ⋮ Fast optimization via inertial dynamics with closed-loop damping ⋮ A second order primal-dual dynamical system for a convex-concave bilinear saddle point problem ⋮ Improved convergence rates and trajectory convergence for primal-dual dynamical systems with vanishing damping ⋮ An extension of the second order dynamical system that models Nesterov's convex gradient method ⋮ Forward-backward-half forward dynamical systems for monotone inclusion problems with application to v-GNE ⋮ Convergence Rates of Inertial Primal-Dual Dynamical Methods for Separable Convex Optimization Problems ⋮ A Dynamical Approach to Two-Block Separable Convex Optimization Problems with Linear Constraints

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