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Adaptive Primal-Dual Hybrid Gradient Methods for Saddle-Point Problems

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abstract

The Primal-Dual hybrid gradient (PDHG) method is a powerful optimization scheme that breaks complex problems into simple sub-steps. Unfortunately, PDHG methods require the user to choose stepsize parameters, and the speed of convergence is highly sensitive to this choice. We introduce new adaptive PDHG schemes that automatically tune the stepsize parameters for fast convergence without user inputs. We prove rigorous convergence results for our methods, and identify the conditions required for convergence. We also develop practical implementations of adaptive schemes that formally satisfy the convergence requirements. Numerical experiments show that adaptive PDHG methods have advantages over non-adaptive implementations in terms of both efficiency and simplicity for the user.

fields

cs.IT 1

years

2026 1

verdicts

UNVERDICTED 1

representative citing papers

Adversarial Water-Filling: Theory, Algorithms and Foundation Model

cs.IT · 2026-05-24 · unverdicted · novelty 7.0

Adversarial Water-Filling formulates competitive spectrum sharing as a constrained minimax problem and introduces a permutation-invariant GNN foundation model that approximates its stationary solutions with local linear convergence under regularity conditions.

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  • Adversarial Water-Filling: Theory, Algorithms and Foundation Model cs.IT · 2026-05-24 · unverdicted · none · ref 20 · internal anchor

    Adversarial Water-Filling formulates competitive spectrum sharing as a constrained minimax problem and introduces a permutation-invariant GNN foundation model that approximates its stationary solutions with local linear convergence under regularity conditions.