Stochastic Primal-Dual Hybrid Gradient Algorithm with Arbitrary Sampling and Imaging Applications.
Antonin ChambolleMatthias J. EhrhardtPeter RichtárikCarola-Bibiane SchönliebPublished in: SIAM J. Optim. (2018)
Keyphrases
- primal dual
- linear programming
- linear program
- worst case
- learning algorithm
- monte carlo
- objective function
- computational complexity
- convergence rate
- np hard
- dynamic programming
- expectation maximization
- interior point algorithm
- linear programming problems
- optimal solution
- multiscale
- image processing
- natural images
- simulated annealing
- special case
- convex optimization
- approximation algorithms
- semidefinite programming
- simplex algorithm