On starting and stopping criteria for nested primal-dual iterations

Numerical Algorithms, pp. 605.0-621.0, 2018.

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Abstract:

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

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