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Feb 8, 2018 at 1:09 comment added Andi Wang Great. The paper by Condat solved this problem. Thank you Dirk. L. Condat, “A primal–dual Splitting Method for Convex Optimization Involving Lipschitzian, Proximable and Linear Composite Terms,” Journal of Optimization Theory and Applications, vol. 158, no. 2, pp. 460-479, 2013.
Feb 8, 2018 at 1:08 vote accept Andi Wang
Feb 7, 2018 at 7:22 history edited Dirk CC BY-SA 3.0
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Feb 7, 2018 at 6:14 history answered Dirk CC BY-SA 3.0