A primal-dual algorithm with line search for general convex-concave saddle point problems
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Cited in
(56)- On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming
- Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs
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- A stochastic primal-dual method for a class of nonconvex constrained optimization
- Primal-dual incremental gradient method for nonsmooth and convex optimization problems
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- Primal-dual proximal splitting and generalized conjugation in non-smooth non-convex optimization
- A first-order inexact primal-dual algorithm for a class of convex-concave saddle point problems
- A globally linearly convergent method for pointwise quadratically supportable convex-concave saddle point problems
- Bregman three-operator splitting methods
- New primal-dual algorithms for a class of nonsmooth and nonlinear convex-concave minimax problems
- Accelerated stochastic algorithms for convex-concave saddle-point problems
- Two steps at a time-taking GAN training in stride with Tseng's method
- A generalized primal-dual algorithm with improved convergence condition for saddle point problems
- First-order methods for problems with \(O(1)\) functional constraints can have almost the same convergence rate as for unconstrained problems
- Conditional Gradient Methods for Convex Optimization with General Affine and Nonlinear Constraints
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- A unified primal-dual algorithm framework for inequality constrained problems
- Cyclic Coordinate Dual Averaging with Extrapolation
- A stochastic variance-reduced accelerated primal-dual method for finite-sum saddle-point problems
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- Bregman-Golden ratio algorithms for variational inequalities
- An accelerated minimax algorithm for convex-concave saddle point problems with nonsmooth coupling function
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- An inexact primal-dual smoothing framework for large-scale non-bilinear saddle point problems
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- Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games
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- A stochastic primal-dual splitting algorithm with variance reduction for composite optimization problems
- High probability and risk-averse guarantees for a stochastic accelerated primal-dual method
- A golden ratio primal-dual algorithm for a class of nonsmooth saddle point problems
- An accelerated first-order regularized momentum descent ascent algorithm for stochastic nonconvex-concave minimax problems
- A new primal-dual hybrid gradient scheme for solving minimax problems with nonlinear term
- An accelerated primal dual algorithm with backtracking for decentralized constrained optimization
- Backward inertial modification of the Bregman golden ratio algorithm for solving variational inequalities
- A primal-dual prediction-correction algorithm for saddle point optimization
- Adaptive primal-dual algorithms for generic saddle point problems
- An adaptive parameter-free and projection-free restarting level set method for constrained convex optimization under the error bound condition
- Primal-dual algorithm for weakly convex functions under sharpness conditions
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