An Accelerated HPE-Type Algorithm for a Class of Composite Convex-Concave Saddle-Point Problems

DOI10.1137/14096757XzbMath1329.90179MaRDI QIDQ3465236

Publication date: 21 January 2016

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

complexity smoothing saddle-point problem inexact proximal point method monotone inclusion problem hybrid proximal extragradient composite convex optimization accelerated method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Numerical optimization and variational techniques (65K10) Monotone operators and generalizations (47H05)

Related Items

Reducing the Complexity of Two Classes of Optimization Problems by Inexact Accelerated Proximal Gradient Method, Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function, Projection-free accelerated method for convex optimization, New Primal-Dual Algorithms for a Class of Nonsmooth and Nonlinear Convex-Concave Minimax Problems, Accelerated gradient sliding for structured convex optimization, Accelerated inexact composite gradient methods for nonconvex spectral optimization problems, Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems, An efficient adaptive accelerated inexact proximal point method for solving linearly constrained nonconvex composite problems, An adaptive superfast inexact proximal augmented Lagrangian method for smooth nonconvex composite optimization problems, Fast bundle-level methods for unconstrained and ball-constrained convex optimization, A proximal neurodynamic model for solving inverse mixed variational inequalities, On inexact relative-error hybrid proximal extragradient, forward-backward and Tseng's modified forward-backward methods with inertial effects, A stochastic variance-reduced accelerated primal-dual method for finite-sum saddle-point problems, A unified single-loop alternating gradient projection algorithm for nonconvex-concave and convex-nonconcave minimax problems, No-regret dynamics in the Fenchel game: a unified framework for algorithmic convex optimization, An inexact Spingarn's partial inverse method with applications to operator splitting and composite optimization, A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization, Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games, Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework, Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems, Primal-dual proximal splitting and generalized conjugation in non-smooth non-convex optimization, On the convergence rate of the scaled proximal decomposition on the graph of a maximal monotone operator (SPDG) algorithm, An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems, Point process estimation with Mirror Prox algorithms, Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators, Acceleration of primal-dual methods by preconditioning and simple subproblem procedures, Pointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliers, A FISTA-type accelerated gradient algorithm for solving smooth nonconvex composite optimization problems, Non-stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates, On the iteration-complexity of a non-Euclidean hybrid proximal extragradient framework and of a proximal ADMM, Accelerated First-Order Primal-Dual Proximal Methods for Linearly Constrained Composite Convex Programming, Sparse Learning for Large-Scale and High-Dimensional Data: A Randomized Convex-Concave Optimization Approach, A Primal-Dual Algorithm with Line Search for General Convex-Concave Saddle Point Problems, Complexity of a Quadratic Penalty Accelerated Inexact Proximal Point Method for Solving Linearly Constrained Nonconvex Composite Programs, Iteration complexity of an inexact Douglas-Rachford method and of a Douglas-Rachford-Tseng's F-B four-operator splitting method for solving monotone inclusions

Cites Work