The Linearized by the Strictly Contractive Peaceman-Reachford Splitting Method
We consider three-block separable convex optimization problems with linear constraints.On the basis of the improved strict shrinkage separable convex minimization model splitting method(MSC-PRSM),The y-subproblem andz-subproblem are linearized at ykand zkrespectively,and a proximal term was added.This makes the MSC-PRSM subproblem easier to solve,reduces per-itera-tion ost and has advantages over the original MSC-PRSM from the computational time perspective.We provide the proof of the convergence of the new algorithm.
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