A primal-dual algorithm framework for convex saddle-point optimization

نویسندگان

  • Benxin Zhang
  • Zhibin Zhu
چکیده

In this study, we introduce a primal-dual prediction-correction algorithm framework for convex optimization problems with known saddle-point structure. Our unified frame adds the proximal term with a positive definite weighting matrix. Moreover, different proximal parameters in the frame can derive some existing well-known algorithms and yield a class of new primal-dual schemes. We prove the convergence of the proposed frame from the perspective of proximal point algorithm-like contraction methods and variational inequalities approach. The convergence rate [Formula: see text] in the ergodic and nonergodic senses is also given, where t denotes the iteration number.

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عنوان ژورنال:

دوره 2017  شماره 

صفحات  -

تاریخ انتشار 2017