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math.OC2023★ 1 cited
The Chambolle--Pock method converges weakly with and
Sebastian Banert, Manu Upadhyaya, Pontus Giselsson
The Chambolle--Pock method is a versatile three-parameter algorithm designed to solve a broad class of composite convex optimization problems, which encompass two proper, lower sem…
math.OC2023★ 8 cited
Automated tight Lyapunov analysis for first-order methods
Manu Upadhyaya, Sebastian Banert, Adrien B. Taylor +1
We present a methodology for establishing the existence of quadratic Lyapunov inequalities for a wide range of first-order methods used to solve convex optimization problems. In pa…