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On the ergodic convergence rates of a first-order primal–dual algorithm
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On the ergodic convergence rates of a first-order primal–dual algorithm
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Journal Article
On the ergodic convergence rates of a first-order primal–dual algorithm
2016
Overview
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.
Publisher
Springer Berlin Heidelberg,Springer Nature B.V
