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math.OC2018
Inertial, corrected, primal-dual proximal splitting
Tuomo Valkonen
We study inertial versions of primal-dual proximal splitting, also known as the Chambolle--Pock method. Our starting point is the preconditioned proximal point formulation of this…
math.OC2018
Acceleration and global convergence of a first-order primal--dual method for nonconvex problems
Christian Clason, Stanislav Mazurenko, Tuomo Valkonen
The primal--dual hybrid gradient method (PDHGM, also known as the Chambolle--Pock method) has proved very successful for convex optimization problems involving linear operators ari…