Block splitting for distributed optimization
From MaRDI portal
Publication:744220
DOI10.1007/s12532-013-0061-8zbMath1305.90291OpenAlexW2140041377MaRDI QIDQ744220
Publication date: 6 October 2014
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12532-013-0061-8
operator splittingmachine learningcone programmingalternating direction method of multipliersdistributed optimizationproximal operators
Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)
Related Items
Conic optimization via operator splitting and homogeneous self-dual embedding, Compressive sensing of high betweenness centrality nodes in networks, Surrogate-based distributed optimisation for expensive black-box functions, ADMM for Penalized Quantile Regression in Big Data, Parameter Selection and Preconditioning for a Graph Form Solver, Real-Time Radiation Treatment Planning with Optimality Guarantees via Cluster and Bound Methods, Anderson Accelerated Douglas--Rachford Splitting, Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations, Optimal representative sample weighting, Solving Fused Penalty Estimation Problems via Block Splitting Algorithms, Low-rank matrix recovery with composite optimization: good conditioning and rapid convergence, Parallel subgradient algorithm with block dual decomposition for large-scale optimization, A modified primal-dual method with applications to some sparse recovery problems, A dual approach for optimal algorithms in distributed optimization over networks, Unnamed Item
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Alternating direction augmented Lagrangian methods for semidefinite programming
- Segmentation of ARX-models using sum-of-norms regularization
- Preconditioning techniques for large linear systems: A survey
- Lectures on Modern Convex Optimization
- Alternating Direction Algorithms for $\ell_1$-Problems in Compressive Sensing
- Direct Methods for Sparse Linear Systems
- Algorithm 849
- Operator-Splitting Methods for Monotone Affine Variational Inequalities, with a Parallel Application to Optimal Control
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- An Approximate Minimum Degree Ordering Algorithm
- Symmetric Quasidefinite Matrices
- A Sparse Approximate Inverse Preconditioner for the Conjugate Gradient Method
- Model Selection and Estimation in Regression with Grouped Variables
- Algorithm 837
- Iterative Refinement in Floating Point
