Constrained convex minimization via model-based excessive gap
We introduce a model-based excessive gap technique to analyze first-order primal- dual methods for constrained convex minimization. As a result, we construct new primal-dual methods with optimal convergence rates on the objective residual and the primal feasibility gap of their iterates separately. Through a dual smoothing and prox-function selection strategy, our framework subsumes the augmented Lagrangian, and alternating methods as special cases, where our rates apply.
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Tran Dinh, Q., & Cevher, V. (2014). Constrained convex minimization via model-based excessive gap. Advances in Neural Information Processing Systems (NIPS) 2014, Montreal, Quebec, Canada. https://infoscience.epfl.ch/handle/20.500.14299/107064
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