A proximal fully parallel splitting method for stable principal component pursuit
Summary: As a special three-block separable convex programming, the stable principal component pursuit (SPCP) arises in many different disciplines, such as statistical learning, signal processing, and web data ranking. In this paper, we propose a proximal fully parallel splitting method (PFPSM) for solving SPCP, in which the resulting subproblems all admit closed-form solutions and can be solved in distributed manners. Compared with other similar algorithms in the literature, PFPSM attaches a Glowinski relaxation factor \(\eta \in \left(\sqrt{3} / 2, 2 / \sqrt{3}\right)\) to the updating formula for its Lagrange multiplier, which can be used to accelerate the convergence of the generated sequence. Under mild conditions, the global convergence of PFPSM is proved. Preliminary computational results show that the proposed algorithm works very well in practice.
- Two proximal splitting methods for multi-block separable programming with applications to stable principal component pursuit
- A partially parallel splitting method for multiple-block separable convex programming with applications to robust PCA
- A proximal partially parallel splitting method for separable convex programs
- A linearized Peaceman-Rachford splitting method for structured convex optimization with application to stable principal component pursuit
- An alternating direction method with increasing penalty for stable principal component pursuit
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A partially parallel splitting method for multiple-block separable convex programming with applications to robust PCA
- A proximal partially parallel splitting method for separable convex programs
- A Singular Value Thresholding Algorithm for Matrix Completion
- A splitting method for separable convex programming
- Alternating direction method with Gaussian back substitution for separable convex programming
- An ADM-based splitting method for separable convex programming
- An alternating direction method for linear-constrained matrix nuclear norm minimization.
- Convergence of ADMM for multi-block nonconvex separable optimization models
- From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
- scientific article; zbMATH DE number 3833218 (Why is no real title available?)
- scientific article; zbMATH DE number 3148887 (Why is no real title available?)
- scientific article; zbMATH DE number 3574917 (Why is no real title available?)
- On full Jacobian decomposition of the augmented Lagrangian method for separable convex programming
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- On the global and linear convergence of the generalized alternating direction method of multipliers
- On the linear convergence of the alternating direction method of multipliers
- On the proximal Jacobian decomposition of ALM for multiple-block separable convex minimization problems and its relationship to ADMM
- Parallel multi-block ADMM with \(o(1/k)\) convergence
- Proximal alternating directions method for structured variational inequalities
- Rank-Sparsity Incoherence for Matrix Decomposition
- Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations
- Robust principal component analysis?
- Solving semidefinite-quadratic-linear programs using SDPT3
- The convergence rate of the proximal alternating direction method of multipliers with indefinite proximal regularization
- The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Two proximal splitting methods for multi-block separable programming with applications to stable principal component pursuit
- A novel noise-tolerant Zhang neural network for time-varying Lyapunov equation
- An efficient partial parallel method with scaling step size strategy for three-block convex optimization problems
- A linearized Peaceman-Rachford splitting method for structured convex optimization with application to stable principal component pursuit
- A customized proximal point algorithm for stable principal component pursuit with nonnegative constraint
- An accelerated proximal augmented Lagrangian method and its application in compressive sensing
- A generalized inexact Uzawa method for stable principal component pursuit problem with nonnegative constraints
- An alternating direction method with increasing penalty for stable principal component pursuit
- A partially parallel splitting method for multiple-block separable convex programming with applications to robust PCA
- A proximal fully parallel splitting method with a relaxation factor for separable convex programming
- A modified PRP conjugate gradient method with inertial extrapolation for sparse signal reconstruction
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