A note on the convergence of the monotone inclusion version of the primal-dual hybrid gradient algorithm
Optimization and Control
2023-11-08 v1 Numerical Analysis
Numerical Analysis
Abstract
The note contains a direct extension of the Chambolle and Pock convergence proof of the primal-dual hybrid gradient (PDHG) algorithm to the case of monotone inclusions.
Keywords
Cite
@article{arxiv.2311.03689,
title = {A note on the convergence of the monotone inclusion version of the primal-dual hybrid gradient algorithm},
author = {Levon Nurbekyan},
journal= {arXiv preprint arXiv:2311.03689},
year = {2023}
}