Imagen de Portada

A continuous perspective on the inertial corrected primal-dual proximal splitting

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Luo, Hao
Formato:	Preprint
Publicado:	2024
Materias:	Optimization and Control Numerical Analysis
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Nonlinear preconditioned primal-dual method for a class of structured minimax problems
por: Zhang, Lu, et al.
Publicado: (2024)

An accelerated primal-dual flow for linearly constrained multiobjective optimization
por: Luo, Hao, et al.
Publicado: (2025)

Numerical analysis of a first-order computational algorithm for reaction-diffusion equations via the primal-dual hybrid gradient method
por: Liu, Shu, et al.
Publicado: (2024)

A primal-dual price-optimization method for computing equilibrium prices in mean-field games models
por: Wang, Xu, et al.
Publicado: (2025)

An inertial minimal-deformation-rate framework for shape optimization
por: Chen, Falai, et al.
Publicado: (2026)

Calculus rules for proximal ε-subdifferentials and inexact proximity operators for weakly convex functions
por: Bednarczuk, Ewa, et al.
Publicado: (2022)

Multidimensional extrapolated global proximal gradient and applications for image processing
por: Bentbib, Abdeslem Hafid, et al.
Publicado: (2024)

The latent variable proximal point algorithm for variational problems with inequality constraints
por: Dokken, Jørgen S., et al.
Publicado: (2025)

Accelerated Primal-Dual Proximal Gradient Splitting Methods for Convex-Concave Saddle-Point Problems
por: Luo, Hao
Publicado: (2024)

Tensor train based sampling algorithms for approximating regularized Wasserstein proximal operators
por: Han, Fuqun, et al.
Publicado: (2024)

A unified high-resolution ODE framework for first-order methods
por: Wang, Lixia, et al.
Publicado: (2026)

Augmented Lagrangian methods for infeasible convex optimization problems and diverging proximal-point algorithms
por: Andrews, Roland, et al.
Publicado: (2025)

A preconditioned second-order convex splitting algorithm with extrapolation
por: Shen, Xinhua, et al.
Publicado: (2025)

Robust Kaczmarz methods for nearly singular linear systems
por: Ke, Yunying, et al.
Publicado: (2026)

A boosted second-order convex splitting algorithm based on gradient flows
por: Shen, Xinhua, et al.
Publicado: (2024)

A stochastic preconditioned Douglas-Rachford splitting method for saddle-point problems
por: Dong, Yakun, et al.
Publicado: (2022)

A generalization of the Newton-based matrix splitting iteration method for generalized absolute value equations
por: Li, Xuehua, et al.
Publicado: (2023)

Primal-dual algorithm for weakly convex functions under sharpness conditions
por: Bednarczuk, Ewa, et al.
Publicado: (2024)

An accelerated gradient method with adaptive restart for convex multiobjective optimization problems
por: Luo, Hao, et al.
Publicado: (2025)

Convergence analysis of Lie and Strang splitting for operator-valued differential Riccati equations
por: Hansen, Eskil, et al.
Publicado: (2025)

Non-Euclidean dual gradient ascent for entropically regularized linear and semidefinite programming
por: Cai, Yuhang, et al.
Publicado: (2025)

A Primal-dual hybrid gradient method for solving optimal control problems and the corresponding Hamilton-Jacobi PDEs
por: Meng, Tingwei, et al.
Publicado: (2024)

A Primal-dual Forward-backward Splitting Method for Cross-diffusion Gradient Flows with General Mobility Matrices
por: Deng, Yunhong, et al.
Publicado: (2025)

On a fixed-point continuation method for a convex optimization problem
por: Fest, Jean-Baptiste, et al.
Publicado: (2022)

An inexact framework of the Newton-based matrix splitting iterative method for the generalized absolute value equation
por: Yu, Dongmei, et al.
Publicado: (2021)

Stochastic dual coordinate descent with adaptive heavy ball momentum for linearly constrained convex optimization
por: Zeng, Yun, et al.
Publicado: (2023)

A novel dual-decomposition method for non-convex two-stage stochastic mixed-integer quadratically constrained quadratic problems
por: Belyak, Nikita, et al.
Publicado: (2023)

Primal-dual interior-point algorithm for linearly constrained convex optimization based on a parametric algebraic transformation
por: Kraria, Aicha, et al.
Publicado: (2024)

On the variational dual formulation of the Nash system and an adaptive convex gradient-flow approach to nonlinear PDEs
por: Vorotnikov, Dmitry, et al.
Publicado: (2025)

Optimization methods for solving matrix equations
por: Zhang, Juan, et al.
Publicado: (2024)

A monotone block coordinate descent method for solving absolute value equations
por: Luo, Tingting, et al.
Publicado: (2024)

Optimal local linear convergence of Nesterov's accelerated gradient method for $C^2$ functions under the Polyak--Łojasiewicz inequality
por: Feng, Zixu, et al.
Publicado: (2026)

A note on continuous-time online learning
por: Ying, Lexing
Publicado: (2024)

Error Estimates of the Gain Approximation by Hermite-Galerkin Method in Feedback Particle Filter
por: Wang, Ruoyu, et al.
Publicado: (2026)

Generalized Composed Alternating Relaxed Projection Algorithm for Two-Set Feasibility Problem
por: Li, Xinxin, et al.
Publicado: (2026)

SOR-like iteration and FPI are consistent when they are equipped with certain optimal iterative parameters
por: Liu, Jiayu, et al.
Publicado: (2024)

Analysis of Robin-boundary control for the Boussinesq equations
por: Gong, Wei, et al.
Publicado: (2026)

Iterative Proximal-Minimization for Computing Saddle Points with Fixed Index
por: Gu, Shuting, et al.
Publicado: (2025)

FINOM: Fast Sinkhorn on Non-uniform Meshes
por: Cheng, Qihao, et al.
Publicado: (2026)

Provably convergent stochastic fixed-point algorithm for free-support Wasserstein barycenter of continuous non-parametric measures
por: Chen, Zeyi, et al.
Publicado: (2025)