Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142376 | Operations Research Letters | 2015 | 6 Pages |
Abstract
We introduce a novel algorithm for solving a class of structured nonsmooth convex–concave saddle-point problems involving a smooth function and a sum of finitely many bilinear terms and nonsmooth functions. The proposed method is simple and proven to globally converge to a saddle-point with an O(1/ε)O(1/ε) efficiency estimate. We demonstrate its usefulness for tackling a broad class of minimization models with a finitely sum of composite nonsmooth functions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Yoel Drori, Shoham Sabach, Marc Teboulle,