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Unifying Variational View of Accelerated Primal-Dual Methods

Chang, Cheng et al.
arXiv (OAI Expanded) · Papers
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49m29optimization-and-control
We develop a unifying variational framework for accelerated primal-dual flows in affinely constrained convex optimization. In particular, it is shown that applying the Euler-Lagrange-Rayleigh (ELR) principle to coupled augmented Bregman Lagrangians systematically generates accelerated dynamics over
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