A globally linearly convergent method for pointwise quadratically supportable convex-concave saddle point problems

DOI10.1016/j.jmaa.2017.02.068zbMath1431.90113arXiv1702.08770OpenAlexW2592334098MaRDI QIDQ2408649

Ron Shefi, D. Russell Luke

Publication date: 12 October 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.08770

zbMATH Keywords

linear convergencesaddle pointaugmented Lagrangianprimal-dualstatistical multiscale analysispointwise quadratic supportability

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Iterative procedures involving nonlinear operators (47J25)

Related Items (4)

Preconditioned three-operator splitting algorithm with applications to image restoration ⋮ Primal-dual fixed point algorithm based on adapted metric method for solving convex minimization problem with application ⋮ Unnamed Item ⋮ Quantitative Convergence Analysis of Iterated Expansive, Set-Valued Mappings

Cites Work

• Nonlinear total variation based noise removal algorithms
• Introductory lectures on convex optimization. A basic course.
• A simple algorithm for a class of nonsmooth convex-concave saddle-point problems
• Statistical multiresolution Dantzig estimation in imaging: fundamental concepts and algorithmic framework
• On the global and linear convergence of the generalized alternating direction method of multipliers
• Statistical multiresolution estimation for variational imaging: with an application in Poisson-biophotonics
• Local Linear Convergence of the ADMM/Douglas--Rachford Algorithms without Strong Convexity and Application to Statistical Imaging
• Variational Analysis
• Rate of Convergence Analysis of Decomposition Methods Based on the Proximal Method of Multipliers for Convex Minimization
• Handbook of Mathematical Methods in Imaging
• Proximité et dualité dans un espace hilbertien
• The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
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