A customized proximal point algorithm for stable principal component pursuit with nonnegative constraint

DOI10.1186/S13660-015-0668-6zbMath1323.90067OpenAlexW2144871370WikidataQ59435349 ScholiaQ59435349MaRDI QIDQ2347563

Feng Ma, Zhanke Yu, Kaizhan Huai, Ming-Fang Ni

Publication date: 28 May 2015

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-015-0668-6

zbMATH Keywords

primal-dual algorithmproximal point methodstable principal component pursuitcustomized

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (2)

Two proximal splitting methods for multi-block separable programming with applications to stable principal component pursuit ⋮ Decomposition into low-rank plus additive matrices for background/foreground separation: a review for a comparative evaluation with a large-scale dataset

Cites Work

• Unnamed Item
• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• Fixed point and Bregman iterative methods for matrix rank minimization
• Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach
• An implementable first-order primal-dual algorithm for structured convex optimization
• Alternating proximal gradient method for convex minimization
• Efficient algorithms for robust and stable principal component pursuit problems
• A unified approach for minimizing composite norms
• A customized proximal point algorithm for convex minimization with linear constraints
• Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations
• Robust principal component analysis?
• A Singular Value Thresholding Algorithm for Matrix Completion
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
• The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent

This page was built for publication: A customized proximal point algorithm for stable principal component pursuit with nonnegative constraint