Primal-Dual First-Order Methods for Affinely Constrained Multi-Block Saddle Point Problems

Junyu Zhang, Mengdi Wang, Mingyi Hong +1

We consider the convex-concave saddle point problem ${\min }_{\mathbf{x}}{\max }_{\mathbf{y}}\Phi (\mathbf{x},\mathbf{y})$, where the decision variables $\mathbf{x}$ and/or $\mathbf{y}$ subj…