Convergence of the Chambolle–Pock Algorithm in the Absence of Monotonicity

The Chambolle-Pock algorithm (CPA), also known as the primal-dual hybrid gradient method (PDHG), has surged in popularity in the last decade due to its success in solving convex/monotone structured problems. This work provides convergence results for problems with varying degrees of (non)monotonicity, quantified through a so-called oblique weak Minty condition on the associated primal-dual operator. … Read more