Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
Stephen Boyd, Neal Parikh, Eric Chu, Borja Peleato & Jonathan Eckstein
Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
Stephen Boyd, Neal Parikh, Eric Chu, Borja Peleato & Jonathan Eckstein
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English
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Description
Argues 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.