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On the ergodic convergence rates of a first-order primal-dual algorithm

Antonin Chambolle (antonin.chambolle***at***cmap.polytechnique.fr)
Thomas Pock (pock***at***icg.tugraz.at)

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.

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

Category 1: Convex and Nonsmooth Optimization

Citation:

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Entry Submitted: 09/09/2014
Entry Accepted: 09/09/2014
Entry Last Modified: 11/09/2014

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