A Symmetric Primal-Dual method with two extrapolation steps for Composite Convex Optimization
Symmetry is a recurring feature in algorithms for monotone operator theory and convex optimization, particularly in problems involving the sum of two operators, as exemplified by the Peaceman–Rachford splitting scheme. However, in more general settings—such as composite optimization problems with three convex functions or structured convex-concave saddle-point formulations—existing algorithms often exhibit inherent asymmetry. In particular, … Read more