Efficient algorithms for robust and stable principal component pursuit problems

Author:

Aybat Necdet Serhat,Goldfarb Donald,Ma Shiqian

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization

Reference31 articles.

1. Aybat, N.S., Iyengar, G.: A fast first-order method for stable principal component pursuit. Working paper. arXiv:1309.6553 [math.OC]

2. Aybat, N.S., Iyengar, G.: An augmented Lagrangian method for conic convex programming. Math. Program. J., Ser. A (2012, submitted). arXiv:1302.6322 [math.OC]

3. Aybat, N.S., Iyengar, G.: A unified approach for minimizing composite norms. Math. Program. J., Ser. A (2012, forthcoming). doi: 10.1007/s10107-012-0622-z

4. Beck, A., Teboulle, M.: A fast iterative shrinkage-thresholding algorithm for linear inverse problems. SIAM J. Imaging Sci. 2, 183–202 (2009)

5. Cai, J., Candès, E.J., Shen, Z.: A singular value thresholding algorithm for matrix completion. SIAM J. Optim. 20, 1956–1982 (2010)

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