stable principal component pursuit

Fast First-Order Methods for Stable Principal Component Pursuit

  • Necdet Serhat Aybat
  • Donald Goldfarb
  • Garud Iyengar
    • Categories Applications - Science and Engineering, Convex and Nonsmooth Optimization Tags , , , , ,

    The stable principal component pursuit (SPCP) problem is a non-smooth convex optimization problem, the solution of which has been shown both in theory and in practice to enable one to recover the low rank and sparse components of a matrix whose elements have been corrupted by Gaussian noise. In this paper, we first show how … Read more