BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Walaa Moursi (UBC-O hosted) (University of Waterloo) DTSTART:20250313T210000Z DTEND:20250313T220000Z DTSTAMP:20260513T193643Z UID:SFUOR/53 DESCRIPTION:Title: C hambolle-Pock algorithm revisited: splitting operator and its range with a pplications\nby Walaa Moursi (UBC-O hosted) (University of Waterloo) a s part of PIMS-CORDS SFU Operations Research Seminar\n\nLecture held in AS B 10908.\n\nAbstract\nPrimal-dual hybrid gradient (PDHG) is a first-order method for saddle-point problems and convex\nprogramming introduced by Cha mbolle and Pock. Recently\, Applegate et al. analyzed the behavior of\nPDH G when applied to an infeasible or unbounded instance of linear programmin g\, and in particular\,\nshowed that PDHG is able to diagnose these condit ions. Their analysis hinges on the notion of the\ninfimal displacement vec tor in the closure of the range of the displacement mapping of the splitti ng\noperator that encodes the PDHG algorithm. In this talk\, we develop a novel formula for this range using\nmonotone operator theory. The analysis is then specialized to conic programming and further to\nquadratic progra mming (QP) and second-order cone programming (SOCP). A consequence of our\ nanalysis is that PDHG is able to diagnose infeasible or unbounded instanc es of QP and of the ellipsoid-separation problem\, a subclass of SOCP.\n LOCATION:https://researchseminars.org/talk/SFUOR/53/ END:VEVENT END:VCALENDAR