Over the Rainbow

Equivalence of Primal-Dual Hybrid Gradient (PDHG) and Douglas-Rachford Splitting (DRS)

It is common to hear that Primal-Dual Hybrid Gradient (PDHG) and Douglas-Rachford Splitting (DRS) are equivalent, and this blog is about why. I read Daniel and Vandenberghe’s paper [1] and organize...

Posted by Wanyu Zhang on August 2, 2024

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