On the equivalence of the primal-dual hybrid gradient method and Douglas–Rachford splitting

被引：0

作者：

Daniel O’Connor

Lieven Vandenberghe

机构：

[1] University of San Francisco,Department of Mathematics and Statistics

[2] University of California,Department of Electrical and Computer Engineering

来源：

Mathematical Programming | 2020年 / 179卷

关键词：

Douglas–Rachford splitting; Primal-dual algorithms; Monotone operators; Proximal algorithms; 47N10; 49M27; 49M29; 65K05; 90C25;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

The primal-dual hybrid gradient (PDHG) algorithm proposed by Esser, Zhang, and Chan, and by Pock, Cremers, Bischof, and Chambolle is known to include as a special case the Douglas–Rachford splitting algorithm for minimizing the sum of two convex functions. We show that, conversely, the PDHG algorithm can be viewed as a special case of the Douglas–Rachford splitting algorithm.

引用

页码：85 / 108

页数：23

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