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Distributed optimization and statistical learning via the alternating direction method of multipliers
Statistics machine learning convex optimization framework modern data set data set
2015/8/7
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...
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 ...
Alternating direction method for a kind of hyperbolic integro-differential problem with memory
hyperbolic integro-differential equation alternating direction finite element method error estimates
2010/9/10
In this paper, a full-discrete alternating direction finite element method is presented for a class of hyperbolic integro-differential equation, the theocratical analysis show that the scheme is conve...