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An Algorithmic Framework of Generalized Primal–Dual Hybrid Gradient Methods for Saddle Point Problems
2017
Journal of Mathematical Imaging and Vision
The primal-dual hybrid gradient method (PDHG) originates from the Arrow-Hurwicz method, and it has been widely used to solve saddle point problems, particularly in image processing areas. With the introduction of a combination parameter, Chambolle and Pock proposed a generalized PDHG scheme with both theoretical and numerical advantages. It has been analyzed that except for the special case where the combination parameter is 1, the PDHG cannot be casted to the proximal point algorithm framework
doi:10.1007/s10851-017-0709-5
fatcat:m6ay6wvjx5csvlanlhkqo5v6yq