A linearized Peaceman-Rachford splitting method for structured convex optimization with application to stable principal component pursuit
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Publication:2227311
DOI10.1007/s13160-020-00408-0zbMath1459.90153MaRDI 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 convergence; convex programming; Peaceman-Rachford splitting method; stable principal component pursuit
90C25: Convex programming
90-08: Computational methods for problems pertaining to operations research and mathematical programming
Uses Software
Cites Work
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