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In this paper, we design an inertial accelerated primal-dual algorithm to address the convex-concave saddle point problem, which is formulated as $\min_{x}\max_{y} f(x) + \langle Kx, y \rangle - g(y)$. Remarkably, both functions $f$ and $g$…

Optimization and Control · Mathematics 2024-04-17 X. He , N. J. Huang , Y. P. Fang

This paper deals with a new Tikhonov regularized primal-dual dynamical system with variable mass and Hessian-driven damping for solving a convex optimization problem with linear equality constraints. The system features several…

Optimization and Control · Mathematics 2026-04-01 Xiangkai Sun , Feng Guo , Liang He , Xiaole Guo

This paper studies the continuous-time dynamics of primal-dual algorithms for linearly constrained convex optimization problems and provides a quantitative convergence analysis using the Lyapunov functions. With the growing prevalence of…

Optimization and Control · Mathematics 2026-05-26 Chise Ishii , Yasushi Narushima

In this paper, a projected primal-dual gradient flow of augmented Lagrangian is presented to solve convex optimization problems that are not necessarily strictly convex. The optimization variables are restricted by a convex set with…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jieqiang Wei , Peng Yi , Xiaoming Hu

In this paper, we study the local linear convergence properties of a versatile class of Primal-Dual splitting methods for minimizing composite non-smooth convex optimization problems. Under the assumption that the non-smooth components of…

Optimization and Control · Mathematics 2018-01-10 Jingwei Liang , Jalal Fadili , Gabriel Peyré

In this paper, we consider a nonsmooth convex finite-sum problem with a conic constraint. To overcome the challenge of projecting onto the constraint set and computing the full (sub)gradient, we introduce a primal-dual incremental gradient…

Optimization and Control · Mathematics 2021-05-10 Afrooz Jalilzadeh

In this paper, we propose a primal-dual algorithm with a novel momentum term using the partial gradients of the coupling function that can be viewed as a generalization of the method proposed by Chambolle and Pock in 2016 to solve saddle…

Optimization and Control · Mathematics 2020-10-22 Erfan Yazdandoost Hamedani , Necdet Serhat Aybat

In this paper, we suggest a new framework for analyzing primal subgradient methods for nonsmooth convex optimization problems. We show that the classical step-size rules, based on normalization of subgradient, or on the knowledge of optimal…

Optimization and Control · Mathematics 2023-11-27 Yurii Nesterov

This paper is devoted to the study of an inertial accelerated primal-dual algorithm, which is based on a second-order differential system with time scaling, for solving a non-smooth convex optimization problem with linear equality…

Optimization and Control · Mathematics 2026-04-30 Huan Zhang , Xiangkai Sun , Shengjie Li , Kok Lay Teo

In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…

Optimization and Control · Mathematics 2016-05-11 Alexey Chernov , Pavel Dvurechensky , Alexander Gasnikov

This work is concerned with the efficient optimization method for solving a large class of optimal mass transport problems. An inexact primal-dual algorithm is presented from the time discretization of a proper dynamical system, and by…

Optimization and Control · Mathematics 2022-07-29 Jun Hu , Hao Luo , Zihang Zhang

In this paper, based a novel primal-dual dynamical model with adaptive scaling parameters and Bregman divergences, we propose new accelerated primal-dual proximal gradient splitting methods for solving bilinear saddle-point problems with…

Optimization and Control · Mathematics 2024-09-04 Hao Luo

In this paper, we propose a general Tikhonov regularized second-order dynamical system with viscous damping, time scaling and extrapolation coefficients for the convex-concave bilinear saddle point problem. By the Lyapunov function…

Optimization and Control · Mathematics 2026-02-02 Bohan Zhang , Xiaojun Zhang

This paper proposes novel gradient-flow schemes that yield convergence to the optimal point of a convex optimization problem within a \textit{fixed} time from any given initial condition for unconstrained optimization, constrained…

Optimization and Control · Mathematics 2022-04-27 Kunal Garg , Dimitra Panagou

In Hilbert space, we propose a family of primal-dual dynamical system for affine constrained convex optimization problem. Several damping coefficients, time scaling coefficients, and perturbation terms are thus considered. By constructing…

Optimization and Control · Mathematics 2021-06-28 Xin He , Rong Hu , Ya-Ping Fang

We study the extension of the Chambolle--Pock primal-dual algorithm to nonsmooth optimization problems involving nonlinear operators between function spaces. Local convergence is shown under technical conditions including metric regularity…

Optimization and Control · Mathematics 2017-07-11 Christian Clason , Tuomo Valkonen

We develop a second order primal-dual method for optimization problems in which the objective function is given by the sum of a strongly convex twice differentiable term and a possibly nondifferentiable convex regularizer. After introducing…

Optimization and Control · Mathematics 2020-08-31 Neil K. Dhingra , Sei Zhen Khong , Mihailo R. Jovanović

Primal-dual methods for solving convex optimization problems with functional constraints often exhibit a distinct two-stage behavior. Initially, they converge towards a solution at a sublinear rate. Then, after a certain point, the method…

Optimization and Control · Mathematics 2026-02-12 Mateo Díaz , Pedro Izquierdo Lehmann , Haihao Lu , Jinwen Yang

This paper deals with a Tikhonov regularized second-order plus first-order primal-dual dynamical system with time scaling for separable convex optimization problems with linear equality constraints. This system consists of two second-order…

Optimization and Control · Mathematics 2025-10-29 Xiangkai Sun , Lijuan Zheng , Kok Lay Teo

We consider strongly convex optimization problems with affine-type restrictions. We build dual problem and solve dual problem by Fast Gradient Method. We use primal-dual structure of this method to construct the solution of the primal…

Optimization and Control · Mathematics 2017-06-23 Anton Anikin , Alexander Gasnikov , Pavel Dvurechensky , Alexander Turin , Alexey Chernov