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Related papers: New Primal-Dual Algorithm for Convex Problems

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We are interested in solving convex optimization problems with large numbers of constraints. Randomized algorithms, such as random constraint sampling, have been very successful in giving nearly optimal solutions to such problems. In this…

Optimization and Control · Mathematics 2016-11-29 William B. Haskell , Yu Pengqian

We consider a generic convex optimization problem associated with regularized empirical risk minimization of linear predictors. The problem structure allows us to reformulate it as a convex-concave saddle point problem. We propose a…

Optimization and Control · Mathematics 2015-09-10 Yuchen Zhang , Lin Xiao

Primal-dual algorithms are frequently used for iteratively solving large-scale convex optimization problems. The analysis of such algorithms is usually done on a case-by-case basis, and the resulting guaranteed rates of convergence can be…

Optimization and Control · Mathematics 2023-09-21 Bryan Van Scoy , John W. Simpson-Porco , Laurent Lessard

This paper develops a unified distributed method for solving two classes of constrained networked optimization problems, i.e., optimal consensus problem and resource allocation problem with non-identical set constraints. We first transform…

Optimization and Control · Mathematics 2023-07-17 Yi Huang , Ziyang Meng , Jian Sun , Wei Ren

We present a unified viewpoint of proximal point method (PPM), primal-dual hybrid gradient (PDHG) and alternating direction method of multipliers (ADMM) for solving convex-concave primal-dual problems. This viewpoint shows the equivalence…

Optimization and Control · Mathematics 2023-05-18 Haihao Lu , Jinwen Yang

The primal-dual Douglas-Rachford method is a well-known algorithm to solve optimization problems written as convex-concave saddle-point problems. Each iteration involves solving a linear system involving a linear operator and its adjoint.…

Optimization and Control · Mathematics 2025-11-11 Emanuele Naldi , Felix Schneppe

In this paper,we present an inexact primal-dual method with correction step for a saddle point problem by introducing the notations of inexact extended proximal operators with symmetric positive definite matrix $D$. Relaxing requirement on…

Optimization and Control · Mathematics 2025-04-01 Changjie Fang , Liliang Hu , Shenglan Chen

We provide a simple and generic adaptive restart scheme for convex optimization that is able to achieve worst-case bounds matching (up to constant multiplicative factors) optimal restart schemes that require knowledge of problem specific…

Optimization and Control · Mathematics 2020-08-18 Oliver Hinder , Miles Lubin

This paper studies bilinear saddle point problems $\min_{\bf{x}} \max_{\bf{y}} g(\bf{x}) + \bf{x}^{\top} \bf{A} \bf{y} - h(\bf{y})$, where the functions $g, h$ are smooth and strongly-convex. When the gradient and proximal oracle related to…

Machine Learning · Computer Science 2021-03-16 Guangzeng Xie , Yuze Han , Zhihua Zhang

A wide array of image recovery problems can be abstracted into the problem of minimizing a sum of composite convex functions in a Hilbert space. To solve such problems, primal-dual proximal approaches have been developed which provide…

Optimization and Control · Mathematics 2014-06-23 Patrick L. Combettes , Laurent Condat , Jean-Christophe Pesquet , Bang Cong Vu

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

We consider a generic convex-concave saddle point problem with separable structure, a form that covers a wide-ranged machine learning applications. Under this problem structure, we follow the framework of primal-dual updates for saddle…

Machine Learning · Statistics 2015-06-15 Zhanxing Zhu , Amos J. Storkey

We propose a new primal-dual algorithmic framework for a prototypical constrained convex optimization template. The algorithmic instances of our framework are universal since they can automatically adapt to the unknown Holder continuity…

Optimization and Control · Mathematics 2015-11-09 Alp Yurtsever , Quoc Tran-Dinh , Volkan Cevher

We consider stochastic convex optimization problems with affine constraints and develop several methods using either primal or dual approach to solve it. In the primal case, we use a special penalization technique to make the initial…

Optimization and Control · Mathematics 2020-11-13 Eduard Gorbunov , Darina Dvinskikh , Alexander Gasnikov

The linear primal-dual hybrid gradient (PDHG) method is a first-order method that splits convex optimization problems with saddle-point structure into smaller subproblems. Unlike those obtained in most splitting methods, these subproblems…

Optimization and Control · Mathematics 2022-04-05 Jérôme Darbon , Gabriel P. Langlois

The proximal gradient algorithm has been popularly used for convex optimization. Recently, it has also been extended for nonconvex problems, and the current state-of-the-art is the nonmonotone accelerated proximal gradient algorithm.…

Optimization and Control · Mathematics 2017-05-24 Quanming Yao , James T. Kwok , Fei Gao , Wei Chen , Tie-Yan Liu

In the paper, we develop a composite version of Mirror Prox algorithm for solving convex-concave saddle point problems and monotone variational inequalities of special structure, allowing to cover saddle point/variational analogies of what…

Optimization and Control · Mathematics 2014-05-23 Niao He , Anatoli Juditsky , Arkadi Nemirovski

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

In this paper, we study a bilinear saddle point problem of the form $\min_{x}\max_{y} F(x) + \langle Ax, y \rangle - G(y)$, where $F$ and $G$ are $\mu_F$- and $\mu_G$-strongly convex functions, respectively. By incorporating Nesterov…

Optimization and Control · Mathematics 2025-09-11 Xin He , Ya-Ping Fang

Nonlinear convex problems arise in various areas of applied mathematics and engineering. Classical techniques such as the relaxed proximal point algorithm (PPA) and the prediction correction (PC) method were proposed for linearly…

Optimization and Control · Mathematics 2023-07-28 Sai Wang , Yi Gong