Non-Stationary First-Order Primal-Dual Algorithms with Fast NonErgodic Convergence Rates

1 code implementation • 13 Mar 2019 • Quoc Tran-Dinh, Yuzixuan Zhu

By adapting the parameters, we can obtain up to $o(\frac{1}{k})$ convergence rate on the primal objective residuals in nonergodic sense.

Optimization and Control 90C25, 90-08