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}
}
  • T. Valkonen
  • Published 30 September 2019
  • Mathematics
  • arXiv: Optimization and Control
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. 
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