On the ergodic convergence rates of a first-order primal-dual algorithm.Report as inadecuate




On the ergodic convergence rates of a first-order primal-dual algorithm. - Download this document for free, or read online. Document in PDF available to download.

1 CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique 2 ICG - Institute for Computer Graphics and Vision Graz

Abstract : We revisit the proofs of convergence for a first order primal-dual algorithm for convex optimization which we have studied a few years ago. In particular, we prove rates of convergence for a more general version, with simpler proofs and more complete results. The new results can deal with explicit terms and nonlinear proximity operators in spaces with quite general norms.

Keywords : Saddle-point problems first order algorithms primal-dual algorithms convergence rates ergodic convergence Bregman distances





Author: Antonin Chambolle - Thomas Pock -

Source: https://hal.archives-ouvertes.fr/



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