First-Order Primal–Dual Methods for Nonsmooth Non-convex Optimisation
@article{Valkonen2019FirstOrderPM, title={First-Order Primal–Dual Methods for Nonsmooth Non-convex Optimisation}, author={Tuomo Valkonen}, journal={arXiv: Optimization and Control}, year={2019} }
We provide an overview of primal-dual algorithms for nonsmooth and non-convex-concave saddle-point problems. This flows around a new analysis of such methods, using Bregman divergences to formulate simplified conditions for convergence.
4 Citations
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