2 papers
math.OC2019
Primal-dual block-proximal splitting for a class of non-convex problems
Stanislav Mazurenko, Jyrki Jauhiainen, Tuomo Valkonen
We develop block structure adapted primal-dual algorithms for non-convex non-smooth optimisation problems whose objectives can be written as compositions of non-smoo…
math.OC2018
Acceleration and global convergence of a first-order primal--dual method for nonconvex problems
Christian Clason, Stanislav Mazurenko, Tuomo Valkonen
The primal--dual hybrid gradient method (PDHGM, also known as the Chambolle--Pock method) has proved very successful for convex optimization problems involving linear operators ari…