Quadratic error bound of the smoothed gap and the restarted averaged primal-dual hybrid gradient

We study the linear convergence of the primal-dual hybrid gradient method. After a review of current analyses, we show that they do not explain properly the behavior of the algorithm, even on the most simple problems. We thus introduce the quadratic error bound of the smoothed gap, a new regularity...

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Bibliographic Details
Main Author: Fercoq, Olivier
Format: Article
Language:English
Published: Université de Montpellier 2023-08-01
Series:Open Journal of Mathematical Optimization
Subjects:
Online Access:https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.26/
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