An improved first-order primal-dual algorithm with a new correction step

DOI10.1007/S10898-012-9999-8zbMATH Open1282.90232OpenAlexW2079522748MaRDI QIDQ386446FDOQ386446

Authors: Deren Han, Lingling Xu, Xing-Ju Cai 

Publication date: 9 December 2013

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-012-9999-8

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zbMATH Keywords

variational inequalitiesprimal-dualsaddle-point problemscontraction step

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

• On the \(O(1/n)\) convergence rate of the Douglas-Rachford alternating direction method
• Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
• A first-order primal-dual algorithm for convex problems with applications to imaging
• A general framework for a class of first order primal-dual algorithms for convex optimization in imaging science
• A new inexact alternating directions method for monotone variational inequalities
• Convergence analysis of primal-dual algorithms for a saddle-point problem: from contraction perspective
• The method of projections for finding the common point of convex sets
• Alternating direction method with Gaussian back substitution for separable convex programming
• New methods for linear inequalities
• An operator splitting method for variational inequalities with partially unknown mappings

Cited In (25)

• A relaxed parameter condition for the primal-dual hybrid gradient method for saddle-point problem
• A double extrapolation primal-dual algorithm for saddle point problems
• Nonsymmetric proximal point algorithm with moving proximal centers for variational inequalities: convergence analysis
• Understanding the convergence of the preconditioned PDHG method: a view of indefinite proximal ADMM
• Improved complexity using higher-order correctors for primal-dual Dikin affine scaling
• Approximate first-order primal-dual algorithms for saddle point problems
• An \(O(\sqrt nL)\) iteration primal-dual second-order corrector algorithm for linear programming
• A new prediction-correction primal-dual hybrid gradient algorithm for solving convex minimization problems with Linear constraints
• Unified linear convergence of first-order primal-dual algorithms for saddle point problems
• On the linear convergence of the general first order primal-dual algorithm
• Improved variance reduction extragradient method with line search for stochastic variational inequalities
• A first-order inexact primal-dual algorithm for a class of convex-concave saddle point problems
• A primal-dual prediction-correction algorithm for saddle point optimization
• An inertial three-term hybrid CG-based projection method for constrained nonlinear pseudo-Monotone equations with applications
• The indefinite proximal point algorithms for maximal monotone operators
• A modified primal-dual method with applications to some sparse recovery problems
• A prediction-correction-based primal-dual hybrid gradient method for linearly constrained convex minimization
• 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 modified primal-dual algorithm for matrix completion problems
• Convergence analysis of split-Douglas-Rachford algorithm and a novel preconditioned ADMM with an improved condition
• Solving saddle point problems: a landscape of primal-dual algorithm with larger stepsizes
• A proximal point algorithm with asymmetric linear term
• An alternative extrapolation scheme of PDHGM for saddle point problem with nonlinear function
• Title not available (Why is that?)

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