Geodesic
A proximal splitting method for separable convex programming and its application to compressive sensing
Sun, Hongchun1 ; Sun, Min2 ; Zhou, Houchun1
1 School of Sciences, Linyi University, Shandong, 276005, P. R. China
2 School of Mathematics and Statistics, Zaozhuang University, Shandong, 277160, P. R. China
Journal of nonlinear sciences and its applications, Tome 9 (2016) no. 2, p. 392-403.

Voir la notice de l'article provenant de la source International Scientific Research Publications

Recently, by taking full exploitation to the special structure of the separable convex programming, some splitting methods have been developed. However, in some practical applications, these methods need to compute the inverse of a matrix, which maybe slow down their convergence rate, especially when the dimension of the matrix is large. To solve this issue, in this paper we shall study the Peaceman-Rachford splitting method (PRSM) by adding a proximal term to its first subproblem and get a new method named proximal Peaceman-Rachford splitting method (PPRSM). Under mild conditions, the global convergence of the PPRSM is established. Finally, the effeciency of the PPRSM is illustrated by testing some applications arising in compressive sensing.
DOI : 10.22436/jnsa.009.02.05
Classification : 90C25, 90C30
Keywords: Proximal Peaceman-Rachford splitting method, separable convex programming, compressive sensing.

Sun, Hongchun 1 ; Sun, Min 2 ; Zhou, Houchun 1

1 School of Sciences, Linyi University, Shandong, 276005, P. R. China
2 School of Mathematics and Statistics, Zaozhuang University, Shandong, 277160, P. R. China 
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Sun, Hongchun; Sun, Min; Zhou, Houchun. A proximal splitting method for separable convex programming and its application to compressive sensing. Journal of nonlinear sciences and its applications, Tome 9 (2016) no. 2, p. 392-403. doi : 10.22436/jnsa.009.02.05. http://geodesic.mathdoc.fr/articles/10.22436/jnsa.009.02.05/

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