Abstract

We study the Proximal Alternating Predictor–Corrector (PAPC) algorithm introduced recently by Drori, Sabach and Teboulle [8] to solve nonsmooth structured convex–concave saddle point problems consisting of the sum of a smooth convex function, a finite collection of nonsmooth convex functions and bilinear terms. We introduce the notion of pointwise quadratic supportability, which is a relaxation of a standard strong convexity assumption and allows us to show that the primal sequence is R-linearly convergent to an optimal solution and the primal-dual sequence is globally Q-linearly convergent. We illustrate the proposed method on total variation denoising problems and on locally adaptive estimation in signal/image deconvolution and denoising with multiresolution statistical constraints.

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