On the equivalence of the primal-dual hybrid gradient method and Douglas–Rachford splitting
On the equivalence of the primal-dual hybrid gradient method and Douglas–Rachford splitting
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DOI：
10.1007/s10107-018-1321-1
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发表时间：
2018-08
影响因子：
2.7
通讯作者：
D. O’Connor;L. Vandenberghe
中科院分区：
文献类型：
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作者：
D. O’Connor;L. Vandenberghe
由Esser， Zhang和Chan以及Pock， Cremers， Bischof和Chambolle提出的原始-对偶混合梯度（PDHG）算法已知包括作为一个特殊情况的Douglas-Rachford分裂算法，用于最小化两个凸函数的和。相反，我们证明PDHG算法可以看作是Douglas-Rachford分裂算法的一个特例。
The primal-dual hybrid gradient (PDHG) algorithm proposed by Esser, Zhang, and Chan, and by Pock, Cremers, Bischof, and Chambolle is known to include as a special case the Douglas–Rachford splitting algorithm for minimizing the sum of two convex functions. We show that, conversely, the PDHG algorithm can be viewed as a special case of the Douglas–Rachford splitting algorithm.