On the Complexity of a Practical Primal-Dual Coordinate Method
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Abstract (arXiv)
We prove complexity bounds for the primal-dual algorithm with random extrapolation and coordinate descent (PURE-CD), which has been shown to obtain good practical performance for solving convex-concave min-max problems with bilinear coupling. Our complexity bounds either match or improve the best-known results in the literature for both dense and sparse (strongly)-convex-(strongly)-concave problems.
Key facts. Cited by 6 papers in the map (data through 7 Oct 2026). Builds on 16 of its 25 references that are in the map. First posted on arXiv 19 Jan 2022.
Builds on
16 of 25 references.
References · 16
- 2015Coordinate Descent Algorithmscited by 218
- 2016Katyusha: The First Direct Acceleration of Stochastic Gradient Methodscited by 134
- 2014A Proximal Stochastic Gradient Method with Progressive Variance Reductioncited by 78
- 2021Stochastic Variance Reduction for Variational Inequality Methodscited by 46
- 2019Variance Reduction for Matrix Gamescited by 37
- 2014Stochastic Primal-Dual Coordinate Method for Regularized Empirical Risk Minimizationcited by 30
- 2017Stochastic Primal-Dual Hybrid Gradient Algorithm with Arbitrary Sampling and Imaging Applicationscited by 29
- 2013Accelerated Proximal Stochastic Dual Coordinate Ascent for Regularized Loss Minimizationcited by 19
- 2020Coordinate Methods for Matrix Gamescited by 15
- 2015A Coordinate Descent Primal-Dual Algorithm with Large Step Size and Possibly Non Separable Functionscited by 11
- 2020Random extrapolation for primal-dual coordinate descentcited by 10
- 2021Variance Reduction via Primal-Dual Accelerated Dual Averaging for Nonsmooth Convex Finite-Sumscited by 10
4 more
- 2021Coordinate Linear Variance Reduction for Generalized Linear Programmingcited by 10
- 2015A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimizationcited by 8
- 2019On the convergence of stochastic primal-dual hybrid gradientcited by 8
- 2020Accelerated Dual-Averaging Primal-Dual Method for Composite Convex Minimizationcited by 2
Built on by
Citing papers per year: 2022: 2; 2023: 2; 2024: 1; 2025: 1.
6 papers.
- 2022Finite-Sum Coupled Compositional Stochastic Optimization: Theory and Applicationscited by 27
- 2022Stochastic Constrained DRO with a Complexity Independent of Sample Sizecited by 16
- 2023A Near-Optimal Single-Loop Stochastic Algorithm for Convex Finite-Sum Coupled Compositional Optimizationcited by 3
- 2024Learning a Single Neuron Robustly to Distributional Shifts and Adversarial Label Noisecited by 2
- 2023FedDRO: Federated Compositional Optimization for Distributionally Robust Learningcited by 1
- 2025Stochastic Primal-Dual Double Block-Coordinate for Two-way Partial AUC Maximizationcited by 1
- 2025Stochastic Primal-Dual Double Block-Coordinate for Two-way Partial AUC Maximization28 May 2025
- 2024Learning a Single Neuron Robustly to Distributional Shifts and Adversarial Label Noise11 Nov 2024
- 2023A Near-Optimal Single-Loop Stochastic Algorithm for Convex Finite-Sum Coupled Compositional Optimization4 Dec 2023
- 2023FedDRO: Federated Compositional Optimization for Distributionally Robust Learning21 Nov 2023
- 2022Stochastic Constrained DRO with a Complexity Independent of Sample Size11 Oct 2022
- 2022Finite-Sum Coupled Compositional Stochastic Optimization: Theory and Applications24 Feb 2022