A First-Order Primal-Dual Algorithm with Linesearch
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Publication:4606652
DOI10.1137/16M1092015zbMath1390.49033arXiv1608.08883OpenAlexW2510358906MaRDI QIDQ4606652
Publication date: 9 March 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.08883
convergence ratessaddle-point problemsbacktrackingfirst-order algorithmsprimal-dual algorithmslinesearch
Convex programming (90C25) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Complexity and performance of numerical algorithms (65Y20)
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