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

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kasumani Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers Foundations and Trends in Machine Learning, 3(1):1–122, 2011. (Original draft posted November 2010.) Many problems of recent interest in statistics and machine learning can be posed in the framewo

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

Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipl... Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers Foundations and Trends in Machine Learning, 3(1):1–122, 2011. (Original draft posted November 2010.) Paper Matlab examples MPI example ADMM links and resources Many probl ems of recent interest in statistics and machine learning can be posed in the framework of convex optimization. Due to the explo