Understanding the convergence of the preconditioned PDHG method: a view of indefinite proximal ADMM

DOI10.1007/s10915-023-02105-9zbMath1519.90259arXiv2301.02984OpenAlexW4318828200MaRDI QIDQ6158982

Xing-Ju Cai, Bo Jiang, Yumin Ma, Deren Han

Publication date: 20 June 2023

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2301.02984

zbMATH Keywords

enhanced balanced ALMindefinite proximal ADMMpreconditioned PDHGtight convergence condition

Mathematics Subject Classification ID

Convex programming (90C25) Minimax problems in mathematical programming (90C47) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

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