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A new prediction-correction primal-dual hybrid gradient algorithm for solving convex minimization problems with linear constraints
  • Fahimeh Alipoor,
  • Mohammad Reza Eslahchi,
  • Masoud Hajarian
Fahimeh Alipoor
Tarbiat Modares University
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Mohammad Reza Eslahchi
Tarbiat Modares University

Corresponding Author:eslahchi@modares.ac.ir

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Masoud Hajarian
Department of Mathematics, Faculty of Mathematical Sciences, Shahid Beheshti University, General Campus, Evin, Tehran 19839, Iran
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Abstract

The primal-dual hybrid gradient (PDHG) algorithm has been applied for solving linearly constrained convex problems. However, it ‎was ‎shown ‎that ‎without ‎some additional ‎assumptions, convergence may fail. ‎In ‎this ‎work, ‎we propose a new competitive prediction-correction primal-dual hybrid gradient algorithm to solve this kind of problem. Under some conditions, we prove the global convergence for the proposed algorithm with the rate of ‎$‎O(1/N)‎$ ‎in a nonergodic sense‎.‎ Comparative performance analysis of our proposed approach with other related methods on some matrix completion and wavelet-based image inpainting test problems shows the outperformance of our approach, in terms of iteration number and CPU time.