Generalized alternating direction method of multipliers: new theoretical insights and applications
نویسندگان
چکیده
منابع مشابه
Generalized alternating direction method of multipliers: new theoretical insights and applications
Recently, the alternating direction method of multipliers (ADMM) has received intensive attention from a broad spectrum of areas. The generalized ADMM (GADMM) proposed by Eckstein and Bertsekas is an efficient and simple acceleration scheme of ADMM. In this paper, we take a deeper look at the linearized version of GADMM where one of its subproblems is approximated by a linearization strategy. T...
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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: Mathematical Programming Computation
سال: 2015
ISSN: 1867-2949,1867-2957
DOI: 10.1007/s12532-015-0078-2