Inertial primal-dual methods for linear equality constrained convex optimization problems

Abstract: In this paper, we propose an inertial accelerated primal-dual method for the linear equality constrained convex optimization problem. When the objective function has a ``nonsmooth + smooth'' composite structure, we further propose an inexact inertial primal-dual method by linearizing the smooth individual function and solving the subproblem inexactly. Assuming merely convexity, we prove that the proposed methods enjoy $\mathcal{O}(1/k^2)$ convergence rate on the objective residual and the feasibility violation in the primal model. Numerical results are reported to demonstrate the validity of the proposed methods.