Multi-Timescale Primal Dual Hybrid Gradient with Application to Distributed Optimization
arXiv:2506.15387v2 Announce Type: replace-cross
Abstract: We propose two variants of the Primal Dual Hybrid Gradient (PDHG) algorithm for saddle point problems with block decomposable duals, hereafter called Multi-Timescale PDHG (MT-PDHG) and its acce…