General Inexact Primal-Dual Hybrid Gradient Methods for Saddle-Point Problems and Convergence Analysis

DOI10.1142/S0217595921500445MaRDI QIDQ5057652zbMATH OpenOpenAlexFDO

Authors Zhongming Wu, Min Li

Publication date 19 December 2022

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0217595921500445

zbMATH Keywords

convergence rateconvex programminginexactness criterionprimal-dual hybrid gradient methodsaddle-point problemssplitting methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(15)

• Precompact convergence of the nonconvex primal-dual hybrid gradient algorithm
• An algorithmic framework of generalized primal-dual hybrid gradient methods for saddle point problems
• Acceleration of primal-dual methods by preconditioning and simple subproblem procedures
• A relaxed parameter condition for the primal-dual hybrid gradient method for saddle-point problem
• Chambolle-Pock's primal-dual method with mismatched adjoint
• An alternative extrapolation scheme of PDHGM for saddle point problem with nonlinear function
• Adaptive parallel primal-dual method for saddle point problems
• The Primal-Dual Hybrid Gradient Method for Semiconvex Splittings
• Approximate first-order primal-dual algorithms for saddle point problems
• An inexact primal-dual method with correction step for a saddle point problem in image debluring
• A partially inexact generalized primal-dual hybrid gradient method for saddle point problems with bilinear couplings
• Inexact asymmetric forward-backward-adjoint splitting algorithms for saddle point problems
• Understanding the convergence of the preconditioned PDHG method: a view of indefinite proximal ADMM
• Inexact generalized ADMM with relative error criteria for linearly constrained convex optimization problems
• An accelerated double-proximal gradient algorithm for DC programming

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