Chambolle–Pock algorithm: Difference between revisions

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==Algorithm==
The Chambolle-Pock algorithm primarily involves iteratively alternating between ascending in the dual variable <math> y </math> and descending in the primal variable <math> x </math> using a [[Gradient method|gradient]]-like approach, with step sizes <math>\sigma</math> and <math>\tau</math> respectively, in order to simultaneously solve the primal and the dual problem.<ref name=":1" /> Furthermore, an over-[[Relaxation (iterative method)|relaxation]] technique is employed for the primal variable with the parameter <math>\theta</math>.<ref name=":0" />{{algorithm-begin|name=Chambolle-Pock algorithm}}
{{nowrap|Input: <math> F, G, \tau, \sigma >0, \, \theta \in[0,1],\, (x^0,y^0)\in\mathcal{X}\times\mathcal{Y}</math> and set <math> \overline{x}^0 = x^0</math>,}} ''stopping criterion''.