A linearized Peaceman-Rachford splitting method for structured convex optimization with application to stable principal component pursuit
From MaRDI portal
Publication:2227311
DOI10.1007/s13160-020-00408-0zbMath1459.90153OpenAlexW3007530152MaRDI QIDQ2227311
Jing Yang, Zhanke Yu, Kaizhan Huai, Lei Wang, Ming-Fang Ni
Publication date: 15 February 2021
Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13160-020-00408-0
global convergenceconvex programmingPeaceman-Rachford splitting methodstable principal component pursuit
Convex programming (90C25) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Fast alternating linearization methods for minimizing the sum of two convex functions
- The convergence rate of the proximal alternating direction method of multipliers with indefinite proximal regularization
- Fixed point and Bregman iterative methods for matrix rank minimization
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A new inexact alternating directions method for monotone variational inequalities
- Alternating proximal gradient method for convex minimization
- A proximal point algorithm revisit on the alternating direction method of multipliers
- Multiplier and gradient methods
- A proximal Peaceman-Rachford splitting method for compressive sensing
- Atomic Decomposition by Basis Pursuit
- On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
- A Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming
- Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations
- Robust principal component analysis?
- Inexact Alternating Direction Methods for Image Recovery
- Convergence Study on the Symmetric Version of ADMM with Larger Step Sizes
- A Proximal Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming with Applications to Imaging
- The Numerical Solution of Parabolic and Elliptic Differential Equations
- On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
- An Efficient TVL1 Algorithm for Deblurring Multichannel Images Corrupted by Impulsive Noise
- Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
- Convergence Analysis of Douglas--Rachford Splitting Method for “Strongly + Weakly” Convex Programming