Golden Ratio Primal-Dual Algorithm with Linesearch
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Publication:5093645
DOI10.1137/21M1420319zbMath1496.90053arXiv2105.07108OpenAlexW4294106839MaRDI QIDQ5093645
Junfeng Yang, Hongchao Zhang, Xiaokai Chang
Publication date: 29 July 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.07108
accelerationlinear convergencesaddle point problemlinesearchergodic sublinear convergencegolden ratio primal-dual algorithm
Convex programming (90C25) Numerical optimization and variational techniques (65K10) Complexity and performance of numerical algorithms (65Y20)
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