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Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
Distributed Optimization Statistical Learning via Alternating Direction Method Multipliers
2015/7/9
Many problems of recent interest in statistics and machine learning can be posed in the framework of convex optimization. Due to the explosion in size and complexity of modern datasets, it is increasi...
On the Linear Convergence of the Alternating Direction Method of Multipliers
Linear convergence alternating directions of multipliers error bound relaxation dual ascent.
2012/9/18
We analyze the convergence of the alternating direction method ofmultipliers (ADMM) for solving the problem of minimizing a nonsmooth convex separable function subject to linear constraints. Previous ...