Distributed Optimization via Alternating Direction Method of Multipliers
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YouTubeMicrosoft Research
Distributed Optimization via Alternating Direction Method of Multipliers
Problems in areas such as machine learning and dynamic optimization on a large network lead to extremely large convex optimization problems, with problem data stored in a decentralized way, and processing elements distributed across a network. We argue that the alternating direction method of multipliers is well suited to such problems. The ...
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