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Distributed convex optimization using ADMM

Christodouleas Dimitrios

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URI: http://purl.tuc.gr/dl/dias/3404195F-D1E3-4D8E-AF36-ADD65469CCF8
Year 2014
Type of Item Diploma Work
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Bibliographic Citation Dimitrios Christodouleas, "Numerical Methods for Parallel and Distributed Computing", Diploma Work, School of Electronic and Computer Engineering, Technical University of Crete, Chania, Greece, 2015 https://doi.org/10.26233/heallink.tuc.23856
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Summary

Lately, in engineering it has been necessary to develop algorithms that handle “big data” optimization problems in a distributed manner. In this thesis, we present ADMM (Alternating Direction Method of Multipliers) algorithm, as the basic tool for solving these kinds of problems, and its application in machine learning and signal processing problems.

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