Multi-Step Stochastic ADMM in High Dimensions: Applications to Sparse Optimization and Noisy Matrix Decomposition

NeurIPS 2014 Hanie SedghiAnima AnandkumarEdmond Jonckheere

We propose an efficient ADMM method with guarantees for high-dimensional problems. We provide explicit bounds for the sparse optimization problem and the noisy matrix decomposition problem... (read more)

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