GRPDA revisited: relaxed condition and connection to Chambolle-Pock's primal-dual algorithm

DOI10.1007/S10915-022-02033-0MaRDI QIDQ2103452zbMATH OpenOpenAlexFDO

Authors Xiaokai Chang, Junfeng Yang

Publication date 13 December 2022

Published in Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10915-022-02033-0

zbMATH Keywords

convex combinationgolden ratioprimal-dual algorithmstructured convex optimizationergodic sublinear convergence rate

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Complexity and performance of numerical algorithms (65Y20)

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Cites work

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Cited in

(3)

• A golden ratio primal-dual algorithm for structured convex optimization
• Golden ratio primal-dual algorithm with linesearch
• Golden ratio proximal gradient ADMM for distributed composite convex optimization

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Uses Software

• PDCO

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