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

• 成果类型: Article
• 署名作者: Chambolle, Antonin; Pock, Thomas
• 署名单位: Centre National de la Recherche Scientifique (CNRS); Institut Polytechnique de Paris; Ecole Polytechnique; Graz University of Technology; Austrian Institute of Technology (AIT)
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-015-0957-3
• 发表日期: 2016
• 页码: 253-287
• 关键词: monotone-operators; proximal method; minimization

摘要

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.