A linearized Peaceman-Rachford splitting method for structured convex optimization with application to stable principal component pursuit

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

zbMATH Keywords

global convergence; convex programming; Peaceman-Rachford splitting method; stable principal component pursuit

Mathematics Subject Classification ID

90C25: Convex programming

90-08: Computational methods for problems pertaining to operations research and mathematical programming

Uses Software

• PDCO
• FTVd

Cites Work

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