A Primal-dual hybrid gradient method for solving optimal control problems and the corresponding Hamilton-Jacobi PDEs.
Tingwei MengSiting LiuWuchen LiStanley J. OsherPublished in: CoRR (2024)
Keyphrases
- primal dual
- gradient method
- convergence rate
- linear programming problems
- hamilton jacobi
- partial differential equations
- convergence speed
- linear programming
- step size
- finite difference
- interior point methods
- linear program
- level set
- convex optimization
- approximation algorithms
- image denoising
- numerical solution
- negative matrix factorization
- anisotropic diffusion
- optimal control
- optimization methods
- image processing
- image enhancement
- augmented lagrangian
- multiscale
- np hard