An Exponentially Convergent Primal-Dual Algorithm for Nonsmooth Composite Minimization

Keyphrases

• Composite Minimization 100%
• Computational Experiment 50%
• Continuous-time 50%
• Continuously Differentiable Function 50%
• Convergence Rate 50%
• Convex Composite Optimization 50%
• Discrete-time 50%
• Euler Discretization 50%
• Explicit Bounds 50%
• Exponential Convergence 100%
• Forward Euler Method 50%
• Larger Step Size 50%
• Linear Matrix Inequality 50%
• Nonsmooth 100%
• Primal-dual Algorithm 100%
• Primal-dual Dynamics 50%
• Proximal Augmented Lagrangian 50%
• Regularizer 50%
• Small Step 50%

Mathematics

• Continuous Time 25%
• Convergence Rate 25%
• Convex Composite Optimization 25%
• Discrete Time 25%
• Discretization 25%
• Exponential Convergence 50%
• Lagrangian 25%
• Linear Matrix Inequality 25%
• Objective Function 25%
• Step Size 100%