On the ergodic convergence rates of a first-order primal-dual algorithm. - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2015

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

Résumé

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.
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Dates et versions

hal-01151629 , version 1 (13-05-2015)
hal-01151629 , version 2 (08-10-2015)

Identifiants

  • HAL Id : hal-01151629 , version 1

Citer

Antonin Chambolle, Thomas Pock. On the ergodic convergence rates of a first-order primal-dual algorithm.. 2015. ⟨hal-01151629v1⟩
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