Implementing the alternating direction method of multipliers for big datasets: a case study of least absolute shrinkage and selection operator
DOI10.1137/17M1146567zbMATH Open1398.65147OpenAlexW2892999051WikidataQ129193984 ScholiaQ129193984MaRDI QIDQ4685334FDOQ4685334
Authors: Hangrui Yue, Qingzhi Yang, Xiangfeng Wang, Xiaoming Yuan 
Publication date: 8 October 2018
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1146567
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alternating direction method of multipliersconvergencebig dataconvex programmingLASSOhigh dimensiondistributed LASSO
Numerical optimization and variational techniques (65K10) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Monotone operators and generalizations (47H05)
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Cited In (4)
- Alternating direction multiplier method to estimate an unknown source term in the time-fractional diffusion equation
- Application of the alternating direction method of multipliers to control constrained parabolic optimal control problems and beyond
- The Glowinski-Le Tallec splitting method revisited: a general convergence and convergence rate analysis
- A flexible ADMM algorithm for big data applications
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