Fast primal-dual algorithm via dynamical system for a linearly constrained convex optimization problem
From MaRDI portal
Publication:2097697
DOI10.1016/j.automatica.2022.110547zbMath1504.93281arXiv2103.10118OpenAlexW4287265721WikidataQ114204722 ScholiaQ114204722MaRDI QIDQ2097697
Publication date: 14 November 2022
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.10118
convergence rateprimal-dual algorithmNesterov's accelerationinertial primal-dual dynamical systemlinearly constrained convex optimization problem
Related Items (3)
Inertial primal-dual dynamics with damping and scaling for linearly constrained convex optimization problems ⋮ Time rescaling of a primal-dual dynamical system with asymptotically vanishing damping ⋮ A second order primal-dual dynamical system for a convex-concave bilinear saddle point problem
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Accelerated Bregman method for linearly constrained \(\ell _1-\ell _2\) minimization
- Stability of primal-dual gradient dynamics and applications to network optimization
- Inexact accelerated augmented Lagrangian methods
- Distributed convex optimization via continuous-time coordination algorithms with discrete-time communication
- Accelerated linearized Bregman method
- Fast convergence of dynamical ADMM via time scaling of damped inertial dynamics
- Inertial accelerated primal-dual methods for linear equality constrained convex optimization problems
- Improved convergence rates and trajectory convergence for primal-dual dynamical systems with vanishing damping
- Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity
- Fast convergence of inertial dynamics and algorithms with asymptotic vanishing viscosity
- Exponential stability of partial primal-dual gradient dynamics with nonsmooth objective functions
- A Differential Equation for Modeling Nesterov's Accelerated Gradient Method: Theory and Insights
- Convergence Rates of Inertial Primal-Dual Dynamical Methods for Separable Convex Optimization Problems
- Bregmanized Nonlocal Regularization for Deconvolution and Sparse Reconstruction
- A variational perspective on accelerated methods in optimization
- Accelerated Optimization for Machine Learning
- Accelerated First-Order Primal-Dual Proximal Methods for Linearly Constrained Composite Convex Programming
- DYNAMICAL, SYMPLECTIC AND STOCHASTIC PERSPECTIVES ON GRADIENT-BASED OPTIMIZATION
- Fast Proximal Methods via Time Scaling of Damped Inertial Dynamics
- A primal-dual flow for affine constrained convex optimization
This page was built for publication: Fast primal-dual algorithm via dynamical system for a linearly constrained convex optimization problem