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Distributed Optimization and Statistical Learning via the ...

Distributed Optimization and Statistical Learning via the ...

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method of multipliers, two important precursors to ADMM. This sec-tion is intended mainly for background and can be skimmed. In §3, we present ADMM, including a basic convergence theorem, some vari-ations on the basic version that are useful in practice, and a survey of some of the key literature. A complete convergence proof is given in ...

  Multiplier

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