A first-order inexact primal-dual algorithm for a class of convex-concave saddle point problems

DOI10.1007/s11075-021-01069-xzbMath1478.90088OpenAlexW3136016287MaRDI QIDQ2234476

Hongchao Zhang, Fan Jiang, Zhongming Wu, Xing-Ju Cai

Publication date: 19 October 2021

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-021-01069-x

zbMATH Keywords

inexactconvex optimizationsaddle point problemslinear convergencefirst-order primal-dual algorithmnonergodic convergence

Mathematics Subject Classification ID

Convex programming (90C25) Minimax problems in mathematical programming (90C47) Numerical methods for variational inequalities and related problems (65K15)

Related Items (4)

Unified linear convergence of first-order primal-dual algorithms for saddle point problems ⋮ A partially inexact generalized primal-dual hybrid gradient method for saddle point problems with bilinear couplings ⋮ Understanding the convergence of the preconditioned PDHG method: a view of indefinite proximal ADMM ⋮ Solving saddle point problems: a landscape of primal-dual algorithm with larger stepsizes

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