Adaptive Primal-Dual Hybrid Gradient Methods for Saddle-Point Problems

1 code implementation • 2 May 2013 • Tom Goldstein, Min Li, Xiaoming Yuan, Ernie Esser, Richard Baraniuk

The Primal-Dual hybrid gradient (PDHG) method is a powerful optimization scheme that breaks complex problems into simple sub-steps.

Numerical Analysis 65K15 G.1.6