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On the ergodic convergence rates of a first-order primal-dual algorithm. (English) Zbl 1350.49035
This paper displays refined ergodic convergence rates for a first-order primal-dual algorithm applied to composite convex-concave saddle-point problems. These new convergence rates are expressed in terms of the primal-dual gap function for accelerated variants of the algorithm. Several computational examples illustrate the performances of the proposed algorithms.

49M29 Numerical methods involving duality
65K10 Numerical optimization and variational techniques
90C25 Convex programming
65Y20 Complexity and performance of numerical algorithms
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