Primal-dual proximal algorithms for structured convex optimization: a unifying framework

DOI10.1007/978-3-319-97478-1_5MaRDI QIDQ2415201zbMATH OpenOpenAlexFDO

Authors Puya Latafat, Panagiotis Patrinos

Publication date 21 May 2019

Full work available at URL https://lirias.kuleuven.be/handle/123456789/629554

zbMATH Keywords

operator splittingconvex optimizationlinear convergenceprimal-dual algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Monotone operators and generalizations (47H05) Numerical methods involving duality (49M29)

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(19)

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• Nonlinear forward-backward splitting with projection correction
• A generalized forward-backward splitting operator: degenerate analysis and applications
• A unified primal-dual algorithm framework based on Bregman iteration
• An implementable first-order primal-dual algorithm for structured convex optimization
• On the convergence of stochastic primal-dual hybrid gradient
• The PRIMPING routine -- tiling through proximal alternating linearized minimization
• Proximal-based pre-correction decomposition methods for structured convex minimization problems
• Generating structured nonsmooth priors and associated primal-dual methods
• Bregman three-operator splitting methods
• A primal-dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms
• Cocoercivity, smoothness and bias in variance-reduced stochastic gradient methods
• Shadow Douglas-Rachford splitting for monotone inclusions
• A unified primal-dual algorithm framework for inequality constrained problems
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