On the ergodic convergence rates of a first-order primal-dual algorithm.Reportar como inadecuado




On the ergodic convergence rates of a first-order primal-dual algorithm. - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

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





Autor: Antonin Chambolle - Thomas Pock -

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



DESCARGAR PDF




Documentos relacionados