Two-block vs. Multi-block ADMM: An empirical evaluation of convergence

10 Jul 2019Andre GoncalvesXiaoli LiuArindam Banerjee

Alternating Direction Method of Multipliers (ADMM) has become a widely used optimization method for convex problems, particularly in the context of data mining in which large optimization problems are often encountered. ADMM has several desirable properties, including the ability to decompose large problems into smaller tractable sub-problems and ease of parallelization, that are essential in these scenarios... (read more)

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