{"paper":{"title":"Monitoring the Convergence Speed of PDHG to Find Better Primal and Dual Step Sizes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.OC","authors_text":"LTCI), Olivier Fercoq (S2A","submitted_at":"2024-03-28T07:57:09Z","abstract_excerpt":"Primal-dual algorithms for the resolution of convex-concave saddle point problems usually come with one or several step size parameters. Within the range where convergence is guaranteed, choosing well the step size can make the difference between a slow or a fast algorithm. A usual way to adaptively set step sizes is to ensure that there is a fair balance between primal and dual variable's amount of change. In this work, we show how to find even better step sizes for the primal-dual hybrid gradient. Getting inspiration from quadratic problems, we base our method on a spectral radius estimation"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2403.19202","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2403.19202/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}