On the equivalence of the primal-dual hybrid gradient method and Douglas-Rachford splitting

  • Daniel O'Connor
  • Lieven Vandenberghe
    • Categories Convex and Nonsmooth Optimization Tags , , , Short URL: https://optimization-online.org/?p=14791

    The primal-dual hybrid gradient (PDHG) algorithm proposed by Esser, Zhang, and Chan, and by Pock, Cremers, Bischof, and Chambolle is known to include as a special case the Douglas-Rachford splitting algorithm for minimizing the sum of two convex functions. We show that, conversely, the PDHG algorithm can be viewed as a special case of the Douglas-Rachford splitting algorithm.

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