On the equivalence of the primal-dual hybrid gradient method and Douglas-Rachford splitting

From MaRDI portal
Publication:2288187

DOI10.1007/s10107-018-1321-1zbMath1498.90156OpenAlexW2886903283WikidataQ102123434 ScholiaQ102123434MaRDI QIDQ2288187

Daniel O'Connor, Lieven Vandenberghe

Publication date: 17 January 2020

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-018-1321-1



Related Items

A Generalized Primal-Dual Algorithm with Improved Convergence Condition for Saddle Point Problems, Unified linear convergence of first-order primal-dual algorithms for saddle point problems, Proximal Splitting Algorithms for Convex Optimization: A Tour of Recent Advances, with New Twists, Nonlinear forward-backward splitting with momentum correction, Primal-dual fixed point algorithm based on adapted metric method for solving convex minimization problem with application, Understanding the convergence of the preconditioned PDHG method: a view of indefinite proximal ADMM, Resolvent of the parallel composition and the proximity operator of the infimal postcomposition, Infeasibility Detection with Primal-Dual Hybrid Gradient for Large-Scale Linear Programming, Convergence analysis of the generalized Douglas-Rachford splitting method under Hölder subregularity assumptions, Solving saddle point problems: a landscape of primal-dual algorithm with larger stepsizes, Bregman three-operator splitting methods, Douglas-Rachford splitting for the sum of a Lipschitz continuous and a strongly monotone operator, The distance between convex sets with Minkowski sum structure: application to collision detection, Splitting with Near-Circulant Linear Systems: Applications to Total Variation CT and PET, Non-stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates, Bregman primal-dual first-order method and application to sparse semidefinite programming, Dualize, split, randomize: toward fast nonsmooth optimization algorithms, A primal-dual flow for affine constrained convex optimization, Degenerate Preconditioned Proximal Point Algorithms


Uses Software


Cites Work