A primal-dual prediction-correction algorithm for saddle point optimization
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Publication:727398
DOI10.1007/s10898-016-0437-1zbMath1356.90160OpenAlexW2345822969MaRDI QIDQ727398
Jitamitra Desai, Kai Wang, Hongjin He
Publication date: 6 December 2016
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-016-0437-1
projection methodconvergence ratesaddle point problemprimal-dual algorithmprediction-correction algorithm
Related Items (10)
On the linear convergence of the general first order primal-dual algorithm ⋮ A primal-dual algorithm framework for convex saddle-point optimization ⋮ 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 ⋮ Solving saddle point problems: a landscape of primal-dual algorithm with larger stepsizes ⋮ A double extrapolation primal-dual algorithm for saddle point problems ⋮ A prediction-correction-based primal-dual hybrid gradient method for linearly constrained convex minimization ⋮ A modified primal-dual method with applications to some sparse recovery problems ⋮ Approximate first-order primal-dual algorithms for saddle point problems ⋮ A relaxed parameter condition for the primal-dual hybrid gradient method for saddle-point problem
Cites Work
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- Optimal Primal-Dual Methods for a Class of Saddle Point Problems
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