Application of the Strictly Contractive Peaceman-Rachford Splitting Method to Multi-block Separable Convex Programming

Recently, a strictly contractive Peaceman- Rachford splitting method (SC-PRSM) was proposed to solve a convex minimization model with linear constraints and a separable objective function which is the sum of two functions without coupled variables. We show by an example that the SC-PRSM cannot be directly extended to the case where the objective function is … Read more