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arXiv · 2604.06423

The Chambolle-Pock method converges weakly with $0 < θ\le 1/2$ and $τσ\|L\|^{2} < 4θ(2-θ)/(1 - 2θ+ 9θ^{2} - 4θ^{3})$

Manu Upadhyaya
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Abstract

The Chambolle-Pock method, also known as the primal-dual hybrid gradient method, is a standard first-order algorithm for convex-concave saddle-point problems and composite convex optimization. We establish weak sequential convergence of its primal-dual iterates in real Hilbert spaces for every $0<θ\leq 1/2$ whenever $τσ\|L\|^{2}<4θ(2-θ)/(1-2θ+9θ^{2}-4θ^{3})$. This extends the weak-convergence theory to a previously unexplored range of extrapolation parameters.

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Manu Upadhyaya. 2026-08-20. The Chambolle-Pock method converges weakly with $0 < θ\le 1/2$ and $τσ\|L\|^{2} < 4θ(2-θ)/(1 - 2θ+ 9θ^{2} - 4θ^{3})$. https://arxiv.org/abs/2604.06423

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