The task of dividing corrupted-data into their respective subspaces can be well illustrated,both theoretically and numerically,by recovering low-rank and sparse-column components of a given matrix.Generally,it can be ...The task of dividing corrupted-data into their respective subspaces can be well illustrated,both theoretically and numerically,by recovering low-rank and sparse-column components of a given matrix.Generally,it can be characterized as a matrix and a 2,1-norm involved convex minimization problem.However,solving the resulting problem is full of challenges due to the non-smoothness of the objective function.One of the earliest solvers is an 3-block alternating direction method of multipliers(ADMM)which updates each variable in a Gauss-Seidel manner.In this paper,we present three variants of ADMM for the 3-block separable minimization problem.More preciously,whenever one variable is derived,the resulting problems can be regarded as a convex minimization with 2 blocks,and can be solved immediately using the standard ADMM.If the inner iteration loops only once,the iterative scheme reduces to the ADMM with updates in a Gauss-Seidel manner.If the solution from the inner iteration is assumed to be exact,the convergence can be deduced easily in the literature.The performance comparisons with a couple of recently designed solvers illustrate that the proposed methods are effective and competitive.展开更多
基金Supported by the National Natural Science Foundation of China(Grant No.11971149,11871381)Natural Science Foundation of Henan Province for Youth(Grant No.202300410146)。
文摘The task of dividing corrupted-data into their respective subspaces can be well illustrated,both theoretically and numerically,by recovering low-rank and sparse-column components of a given matrix.Generally,it can be characterized as a matrix and a 2,1-norm involved convex minimization problem.However,solving the resulting problem is full of challenges due to the non-smoothness of the objective function.One of the earliest solvers is an 3-block alternating direction method of multipliers(ADMM)which updates each variable in a Gauss-Seidel manner.In this paper,we present three variants of ADMM for the 3-block separable minimization problem.More preciously,whenever one variable is derived,the resulting problems can be regarded as a convex minimization with 2 blocks,and can be solved immediately using the standard ADMM.If the inner iteration loops only once,the iterative scheme reduces to the ADMM with updates in a Gauss-Seidel manner.If the solution from the inner iteration is assumed to be exact,the convergence can be deduced easily in the literature.The performance comparisons with a couple of recently designed solvers illustrate that the proposed methods are effective and competitive.
