2 papers
math.OC2018
Dual Free Adaptive Minibatch SDCA for Empirical Risk Minimization
Xi He, Rachael Tappenden, Martin Takac
In this paper we develop an adaptive dual free Stochastic Dual Coordinate Ascent (adfSDCA) algorithm for regularized empirical risk minimization problems. This is motivated by the…
math.OC2015
A Flexible ADMM Algorithm for Big Data Applications
Daniel P. Robinson, Rachael E. H. Tappenden
We present a flexible Alternating Direction Method of Multipliers (F-ADMM) algorithm for solving optimization problems involving a strongly convex objective function that is separa…