Alternating Direction Method of Multipliers Home

Alternating Direction Method of Multipliers

This pages are my notes when learning Proxima Algorithms from the materials online, mainly from stanford engineer pages : EE364b, and ADMM.

These pages will include the important definitions, some of my interpretations, and more derivatives and proofs than the original handouts. These pages are corresponding with the paper Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers 2010.

• Alternating Direction Method of Multipliers Home

• 1. Introduction

• 2. Precursors

• 3. Alternating Direction Method of Multipliers

• 4. General Pattern

• 5. Constrained Convex Optimization

• 6. L1 Norm Problems

• 7. Consensus and Sharing

• 8. Distributed Model Fitting

• 9. Nonconvex Problem

• 10. Implementation

• 11. Numerical Examples