The Application of Multi-block ADMM on Isotonic Regression Problems
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Publication:6314982
arXiv1903.01054MaRDI QIDQ6314982FDOQ6314982
Authors: Jun-Xiang Wang, Liang Zhao 
Publication date: 3 March 2019
Abstract: The multi-block ADMM has received much attention from optimization researchers due to its excellent scalability. In this paper, the multi-block ADMM is applied to solve two large-scale problems related to isotonic regression. Numerical experiments show that the multi-block ADMM is convergent when the chosen parameter is small enough and the multi-block ADMM scales well compared with baselines.
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