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Jun, 2013
Bregman交替方向乘法算法
Bregman Alternating Direction Method of Multipliers
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Huahua Wang, Arindam Banerjee
TL;DR
本文介绍了镜像下降算法和交替方向乘子法，提出了 Bregman ADMM 框架，实现了问题结构的利用，并且在质量传输问题中实现了大规模并行计算。
Abstract
The
mirror descent algorithm
(MDA) generalizes gradient descent by using a Bregman di- vergence to replace squared Euclidean distance as a proximal function. In this paper, we simi- larly generalize the
alternating dire
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