Primal-dual algorithms and their applications
Friday, October 26, 2018 - 10:05am - 10:55am
There are several primal-dual algorithms for minimizing f(x)+g(x)+h(Ax), where f, g, and h are convex functions, f is differentiable with a Lipschitz continuous gradient, and A is a bounded linear operator. In this talk, I will introduce several different primal-dual algorithms for minimizing the sum of three functions and their connections with alternating direction method of multipliers (ADMM). Then I will give some applications of primal-dual algorithms.