Bregman Parallel Direction Method of Multipliers for Distributed Optimization via Mirror Averaging
نویسندگان
چکیده
منابع مشابه
Bregman Alternating Direction Method of Multipliers
The mirror descent algorithm (MDA) generalizes gradient descent by using a Bregman divergence to replace squared Euclidean distance. In this paper, we similarly generalize the alternating direction method of multipliers (ADMM) to Bregman ADMM (BADMM), which allows the choice of different Bregman divergences to exploit the structure of problems. BADMM provides a unified framework for ADMM and it...
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ژورنال
عنوان ژورنال: IEEE Control Systems Letters
سال: 2018
ISSN: 2475-1456
DOI: 10.1109/lcsys.2018.2833116