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math.OC2023
On the Geometry and Refined Rate of Primal-Dual Hybrid Gradient for Linear Programming
Haihao Lu, Jinwen Yang
We study the convergence behaviors of primal-dual hybrid gradient (PDHG) for solving linear programming (LP). PDHG is the base algorithm of a new general-purpose first-order method…
math.OC2023
On a Unified and Simplified Proof for the Ergodic Convergence Rates of PPM, PDHG and ADMM
Haihao Lu, Jinwen Yang
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…