On the equivalence of the primal-dual hybrid gradient method and Douglas-Rachford splitting.
Daniel O'ConnorLieven VandenberghePublished in: Math. Program. (2020)
Keyphrases
- primal dual
- gradient method
- convergence rate
- convex optimization
- operator splitting
- step size
- interior point methods
- linear programming problems
- convergence speed
- linear programming
- algorithm for linear programming
- semidefinite programming
- optimization methods
- approximation algorithms
- linear program
- interior point
- negative matrix factorization
- machine learning
- total variation
- text mining
- motion estimation
- optimal solution
- image segmentation