For a saddle point problem , one update ordering is
The proximal operators treat both nonsmooth convex terms, while the extrapolation couples the primal and dual variables. The primal objective is , with the convex conjugate. A dual-first ordering is obtained by exchanging roles; consistent indexing is needed when comparing the formulas.
For proper lower semicontinuous convex functions on finite-dimensional Hilbert spaces, a nonempty saddle point set, and constant positive steps satisfying the displayed inequality, the primal-dual hybrid gradient method with extrapolation parameter one converges to a saddle point. The strict condition controls the bilinear coupling by the operator norm. It does not remove the need for existence of a saddle point. The fixed-step theorem and assumptions are recalled in Malitsky and Pock, A first-order primal-dual algorithm with linesearch, Section 1.
For a Gaussian integral from to , a saddle point contribution dominates for . The moving endpoint contribution in steepest descent dominates for . At the two endpoints have equal exponential rates and both are needed; for larger angles the fixed endpoint dominates. Saddle connectivity switches at , but that change is subdominant in the leading endpoint regime.
Gaussian saddle-pole transition Created 2026-10-05 Updated 2026-10-06
For a simple saddle point, a nearby pole coalesces with its contributing region when their separation is of order the inverse square root of the large parameter. A local quadratic phase coordinate changes the singular part to a Gaussian pole integral. Adding any residue crossed by the contour deformation gives a Faddeeva function rather than two separately singular approximations. The regular part of the transformed amplitude remains smaller by the ordinary saddle width.
Parabola Created 2026-10-05 Updated 2026-10-07
A parabola is a plane curve whose points are equally distant from a focus and a directrix. In suitable coordinates it has equation , with . Its quadratic geometry can also describe a contour deformation through a saddle point.