Tutte Colloquium - Walaa Moursi
Title: The Chambolle-Pock algorithm revisited: splitting operator and its range with applications
Speaker: | Walaa Moursi |
Affiliation: | University of Waterloo |
Location: | MC 5501 |
Abstract: Primal-dual hybrid gradient (PDHG) is a first-order method for saddle-point problems and convex programming introduced by Chambolle and Pock. Recently, Applegate et al. analyzed the behavior of PDHG when applied to an infeasible or unbounded instance of linear programming, and in particular, showed that PDHG is able to diagnose these conditions.