A first-order inexact primal-dual algorithm for a class of convex-concave saddle point problems

DOI10.1007/S11075-021-01069-XMaRDI QIDQ2234476zbMATH OpenOpenAlexFDO

Authors Fan Jiang, Zhongming Wu, Hongchao Zhang, Xing-Ju Cai

Publication date 19 October 2021

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-021-01069-x

zbMATH Keywords

convex optimizationsaddle point problemslinear convergenceinexactfirst-order primal-dual algorithmnonergodic convergence

Mathematics Subject Classification ID

Convex programming (90C25) Minimax problems in mathematical programming (90C47) Numerical methods for variational inequalities and related problems (65K15)

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Cited in

(16)

• A primal-dual algorithm framework for convex saddle-point optimization
• A partially inexact generalized primal-dual hybrid gradient method for saddle point problems with bilinear couplings
• A New Insight on Augmented Lagrangian Method with Applications in Machine Learning
• A preconditioning technique for first-order primal-dual splitting method in convex optimization
• An inexact primal-dual algorithm for semi-infinite programming
• Primal-Dual First-Order Methods for Affinely Constrained Multi-block Saddle Point Problems
• Understanding the convergence of the preconditioned PDHG method: a view of indefinite proximal ADMM
• Unified linear convergence of first-order primal-dual algorithms for saddle point problems
• General Inexact Primal-Dual Hybrid Gradient Methods for Saddle-Point Problems and Convergence Analysis
• Non-ergodic convergence rate of an inertial accelerated primal-dual algorithm for saddle point problems
• An improved first-order primal-dual algorithm with a new correction step
• A primal-dual algorithm with line search for general convex-concave saddle point problems
• Inexact asymmetric forward-backward-adjoint splitting algorithms for saddle point problems
• Inexact first-order primal-dual algorithms
• Approximate first-order primal-dual algorithms for saddle point problems
• Solving saddle point problems: a landscape of primal-dual algorithm with larger stepsizes

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