Stochastic Primal-Dual Hybrid Gradient Algorithm with Arbitrary Sampling and Imaging Applications.
SIAM JOURNAL ON OPTIMIZATION(2018)
摘要
We propose a stochastic extension of the primal-dual hybrid gradient algorithm studied by Chambolle and Pock in 2011 to solve saddle point problems that are separable in the dual variable. The analysis is carried out for general convex-concave saddle point problems and problems that are either partially smooth / strongly convex or fully smooth / strongly convex. We perform the analysis for arbitrary samplings of dual variables, and we obtain known deterministic results as a special case. Several variants of our stochastic method significantly outperform the deterministic variant on a variety of imaging tasks.
更多查看译文
关键词
convex optimization,primal-dual algorithms,saddle point problems,stochastic optimization,imaging
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络