An alternating direction method with increasing penalty for stable principal component pursuit

DOI10.1007/S10589-015-9736-6zbMath1326.90061arXiv1309.6553OpenAlexW1966735762MaRDI QIDQ493688

Yong-Cai Geng, Sumit K. Garg

Publication date: 4 September 2015

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.6553

zbMATH Keywords

convex optimizationmatrix completionprincipal component analysisalternating direction method of multiplierscompressed sensingvariable penalty

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items (5)

Alternating proximal gradient method for convex minimization ⋮ Efficient algorithms for robust and stable principal component pursuit problems ⋮ Decomposition into low-rank plus additive matrices for background/foreground separation: a review for a comparative evaluation with a large-scale dataset ⋮ A parallel splitting augmented Lagrangian method for two-block separable convex programming with application in image processing ⋮ Unnamed Item

Uses Software

• PROPACK

Cites Work

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• Monotone Operators and the Proximal Point Algorithm
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• Numerical Optimization
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint

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