2 papers
math.OC2024
A convex combination based primal-dual algorithm with linesearch for general convex-concave saddle point problems
Xiaokai Chang, Junfeng Yang, Hongchao Zhang
Using convex combination and linesearch techniques, we introduce a novel primal-dual algorithm for solving structured convex-concave saddle point problems with a generic smooth non…
math.OC2021
Golden ratio primal-dual algorithm with linesearch
Xiaokai Chang, Junfeng Yang, Hongchao Zhang
Golden ratio primal-dual algorithm (GRPDA) is a new variant of the classical Arrow-Hurwicz method for solving structured convex optimization problem, in which the objective functio…