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. The new results can deal with explicit terms and nonlinear proximity operators in spaces with quite general norms.
| Origine | Fichiers produits par l'(les) auteur(s) |
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