Document Type

Journal Article

Department/Unit

Department of Mathematics

Title

A splitting method for separable convex programming

Language

English

Abstract

© 2014 The Authors. We propose a splitting method for solving a separable convex minimization problem with linear constraints, where the objective function is expressed as the sum of m individual functions without coupled variables. Treating the functions in the objective separately, the new method belongs to the category of operator splitting methods. We show the global convergence and estimate a worst-case convergence rate for the new method, and then illustrate its numerical efficiency by some applications.

Keywords

convex programming, image processing, operator splitting methods, separable structure

Publication Date

2015

Source Publication Title

IMA Journal of Numerical Analysis

Volume

35

Issue

1

Start Page

394

End Page

426

Publisher

Oxford University Press

DOI

10.1093/imanum/drt060

Link to Publisher's Edition

http://dx.doi.org/10.1093/imanum/drt060

ISSN (print)

02724979

ISSN (electronic)

14643642

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