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math.OC2023★ 1 cited
Convergence of the Chambolle-Pock Algorithm in the Absence of Monotonicity
Brecht Evens, Puya Latafat, Panagiotis Patrinos
The Chambolle-Pock algorithm (CPA), also known as the primal-dual hybrid gradient method, has gained popularity over the last decade due to its success in solving large-scale conve…
math.OC2023
Convergence of the Preconditioned Proximal Point Method and Douglas-Rachford Splitting in the Absence of Monotonicity
Brecht Evens, Pieter Pas, Puya Latafat +1
The proximal point algorithm (PPA) is the most widely recognized method for solving inclusion problems and serves as the foundation for many numerical algorithms. Despite this popu…