On starting and stopping criteria for nested primal-dual iterations
Numerical Algorithms, pp. 605.0-621.0, 2018.
The importance of an adequate inner loop starting point (as opposed to a sufficient inner loop stopping rule) is discussed in the context of a numerical optimization algorithm consisting of nested primal-dual proximal-gradient iterations. While the number of inner iterations is fixed in advance, convergence of the whole algorithm is still...More
Get fulltext within 24h
Full Text (Upload PDF)
PPT (Upload PPT)