A Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming
نویسندگان
چکیده
منابع مشابه
A Strictly Contractive Peaceman-Rachford Splitting Method for Convex Programming
In this paper, we focus on the application of the Peaceman-Rachford splitting method (PRSM) to a convex minimization model with linear constraints and a separable objective function. Compared to the Douglas-Rachford splitting method (DRSM), another splitting method from which the alternating direction method of multipliers originates, PRSM requires more restrictive assumptions to ensure its con...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2014
ISSN: 1052-6234,1095-7189
DOI: 10.1137/13090849x