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

Author:

Huai KaizhanORCID,Ni Mingfang,Wang Lei,Yu Zhanke,Yang Jing

Funder

National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,General Engineering

Reference33 articles.

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3. Gabay, D., Mercier, B.: A dual algorithm for the solution of nonlinear variational problems via finite element approximation. Comput. Math. Appl. 2(1), 17–40 (1976)

4. Glowinski, R., Marroco, A.: Sur l’approximation, par éléments finis d’ordre un, et la résolution, par pénalisation-dualité d’une classe de problèmes de dirichlet non linéaires. ESAIM Math. Model. Num. Anal. 9(R2), 41–76 (1975)

5. Cai, X.J., GuoYong, G., He, B.S., Yuan, X.M.: A proximal point algorithm revisit on the alternating direction method of multipliers. Sci. China Math. 56(10), 2179–2186 (2013)

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