An accelerated HPE-type algorithm for a class of composite convex-concave saddle-point problems
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Publication:3465236
DOI10.1137/14096757XzbMATH Open1329.90179MaRDI QIDQ3465236FDOQ3465236
Authors: Yunlong He, Renato D. C. Monteiro 
Publication date: 21 January 2016
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
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smoothingcomplexitysaddle-point probleminexact proximal point methodmonotone inclusion problemhybrid proximal extragradientcomposite convex optimizationaccelerated method
Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Convex programming (90C25) Nonlinear programming (90C30) Abstract computational complexity for mathematical programming problems (90C60) Monotone operators and generalizations (47H05) Variational and other types of inequalities involving nonlinear operators (general) (47J20)
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Cited In (46)
- A proximal neurodynamic model for a system of non-linear inverse mixed variational inequalities
- Complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs
- An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems
- Primal-dual proximal splitting and generalized conjugation in non-smooth non-convex optimization
- New primal-dual algorithms for a class of nonsmooth and nonlinear convex-concave minimax problems
- A proximal neurodynamic model for solving inverse mixed variational inequalities
- Acceleration of primal-dual methods by preconditioning and simple subproblem procedures
- An accelerated minimax algorithm for convex-concave saddle point problems with nonsmooth coupling function
- A smooth primal-dual optimization framework for nonsmooth composite convex minimization
- Projection-free accelerated method for convex optimization
- A primal-dual algorithm with line search for general convex-concave saddle point problems
- A proximal augmented Lagrangian method for linearly constrained nonconvex composite optimization problems
- Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators
- Pointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliers
- Point process estimation with Mirror Prox algorithms
- Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function
- Reducing the Complexity of Two Classes of Optimization Problems by Inexact Accelerated Proximal Gradient Method
- Accelerated first-order primal-dual proximal methods for linearly constrained composite convex programming
- Optimality conditions and numerical algorithms for a class of linearly constrained minimax optimization problems
- On inexact relative-error hybrid proximal extragradient, forward-backward and Tseng's modified forward-backward methods with inertial effects
- Accelerated stochastic algorithms for convex-concave saddle-point problems
- Solving strongly convex-concave composite saddle-point problems with low dimension of one group of variable
- An adaptive superfast inexact proximal augmented Lagrangian method for smooth nonconvex composite optimization problems
- Accelerated inexact composite gradient methods for nonconvex spectral optimization problems
- Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems
- Fast bundle-level methods for unconstrained and ball-constrained convex optimization
- A stochastic variance-reduced accelerated primal-dual method for finite-sum saddle-point problems
- Accelerated variance-reduced methods for saddle-point problems
- On the convergence rate of the scaled proximal decomposition on the graph of a maximal monotone operator (SPDG) algorithm
- Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games
- A FISTA-type accelerated gradient algorithm for solving smooth nonconvex composite optimization problems
- Accelerating block-decomposition first-order methods for solving composite saddle-point and two-player Nash equilibrium problems
- An accelerated non-Euclidean hybrid proximal extragradient-type algorithm for convex-concave saddle-point problems
- An accelerated hybrid proximal extragradient method for convex optimization and its implications to second-order methods
- An efficient adaptive accelerated inexact proximal point method for solving linearly constrained nonconvex composite problems
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- Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework
- Accelerated minimax algorithms flock together
- Iteration complexity of an inexact Douglas-Rachford method and of a Douglas-Rachford-Tseng's F-B four-operator splitting method for solving monotone inclusions
- A unified single-loop alternating gradient projection algorithm for nonconvex-concave and convex-nonconcave minimax problems
- Sparse learning for large-scale and high-dimensional data: a randomized convex-concave optimization approach
- Accelerated gradient sliding for structured convex optimization
- On the iteration-complexity of a non-Euclidean hybrid proximal extragradient framework and of a proximal ADMM
- No-regret dynamics in the Fenchel game: a unified framework for algorithmic convex optimization
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