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math.OC2014★ 21 cited
Parallel Direction Method of Multipliers
Huahua Wang, Arindam Banerjee, Zhi-Quan Luo
We consider the problem of minimizing block-separable convex functions subject to linear constraints. While the Alternating Direction Method of Multipliers (ADMM) for two-block lin…
math.OC2013★ 150 cited
Bregman Alternating Direction Method of Multipliers
Huahua Wang, Arindam Banerjee
The mirror descent algorithm (MDA) generalizes gradient descent by using a Bregman divergence to replace squared Euclidean distance. In this paper, we similarly generalize the alte…