Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

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Summary

It is argued that the alternating direction method of multipliers is well suited to distributed convex optimization, and in particular to large-scale problems arising in statistics, machine learning, and related areas.

Type
book
Published
2011-05-23
Cited by
6,041
References
184

Keywords

Computer science, Optimization problem, Convex optimization, Mathematical optimization, Regular polygon

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