Volume 51, pp. 15-49, 2019.
Block-proximal methods with spatially adapted acceleration
Tuomo Valkonen
Abstract
We study and develop (stochastic) primal-dual block-coordinate descent
methods for convex problems based on the method due to Chambolle and Pock.
Our methods have known convergence rates for the iterates and the ergodic
gap of
Full Text (PDF) [2.6 MB], BibTeX , DOI: 10.1553/etna_vol51s15
Key words
PDHGM, Chambolle–Pock method, stochastic, doubly-stochastic, blockwise, primal-dual
AMS subject classifications
49M29, 65K10, 65K15, 90C30, 90C47
ETNA articles which cite this article
Vol. 52 (2020), pp. 509-552 Stanislav Mazurenko, Jyrki Jauhiainen, and Tuomo Valkonen: Primal-dual block-proximal splitting for a class of non-convex problems |