Stochastic Primal-Dual Hybrid Gradient Algorithm with Adaptive Step Sizes.
Antonin ChambolleClaire DelplanckeMatthias J. EhrhardtCarola-Bibiane SchönliebJunqi TangPublished in: J. Math. Imaging Vis. (2024)
Keyphrases
- primal dual
- convergence rate
- linear programming
- step size
- computational complexity
- dynamic programming
- np hard
- optimal solution
- cost function
- search direction
- faster convergence
- algorithm for linear programming
- line search
- particle swarm optimization
- affine scaling
- dual formulation
- semidefinite programming
- genetic algorithm
- simulated annealing
- worst case
- multiscale