Construct · 1 fields · 1 citations

alternating direction method of multipliers: a standalone construct

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Optimization

algorithm that splits a convex problem into parts updated in turn and coordinated through dual variables, suited to large and distributed problems.

In optimization, alternating direction method of multipliers refers to algorithm that splits a convex problem into parts updated in turn and coordinated through dual variables, suited to large and distributed problems. This meaning comes from Boyd (2011) in Foundations and Trends® in Machine Learning.[1]

Unit
Recovery means
Measured by

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Nearby constructs

augmented Lagrangian method1 fields · 1 citationsanchor · a standalone construct learning6 fields · 14 citationsjingle · one name, six constructs turn2 fields · 2 citationsjingle · one word, two constructs

References

Boyd, S., Parikh, N., Chu, E., Peleato, B., & Eckstein, J. (2011). Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers. Foundations and Trends® in Machine Learning, 3(1), 1-122. https://doi.org/10.1561/2200000016

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