Linear Convergence of the Primal-Dual Gradient Method for Convex-Concave Saddle Point Problems without Strong Convexity

Simon S. Du, Wei Hu

We consider the convex-concave saddle point problem ${\min }_x{\max }_{y}f(x)+y^{\top }Ax-g(y)$ where $f$ is smooth and convex and $g$ is smooth and strongly convex. We prove that if t…