Non-ergodic convergence rate of an inertial accelerated primal-dual algorithm for saddle point problems

X. He, N. J. Huang, Y. P. Fang

In this paper, we design an inertial accelerated primal-dual algorithm to address the convex-concave saddle point problem, which is formulated as $\min_{x}\max_{y} f(x) + \langle K…