Dimitri Papadimitriou

A stochastic primal-dual splitting algorithm with variance reduction for composite optimization problems

  • Dimitri Papadimitriou
    • Categories Convex and Nonsmooth Optimization, Convex Optimization

    This paper revisits the generic structured primal-dual problem involving the infimal convolution in real Hilbert spaces. For this purpose, we develop a stochastic primal-dual splitting with variance reduction for solving this generic problem. Weak almost sure convergence of the iterates is proved. The linear convergence rate of the primal-dual gap is obtained under an additional … Read more

    Doubly stochastic primal dual splitting algorithm with variance reduction for saddle point problems

  • Dimitri Papadimitriou
    • Categories Constrained Nonlinear Optimization, Convex Optimization, Nonlinear Optimization, Unconstrained Optimization Tags , , , , ,

    The structured saddle-point problem involving the infimal convolution in real Hilbert spaces finds applicability in many applied mathematics disciplines. For this purpose, we develop a stochastic primal-dual splitting algorithm with loopless variance-reduction for solving this generic problem. We first prove the weak almost sure convergence of the iterates. We then demonstrate that our algorithm achieves … Read more