4.6 Article

On the equivalence of the primal-dual hybrid gradient method and Douglas-Rachford splitting

期刊

MATHEMATICAL PROGRAMMING
卷 179, 期 1-2, 页码 85-108

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SPRINGER HEIDELBERG
DOI: 10.1007/s10107-018-1321-1

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Douglas-Rachford splitting; Primal-dual algorithms; Monotone operators; Proximal algorithms

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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.

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