In the name of of Allah the Merciful

Alternating Direction Method of Multipliers for Machine Learning

Zhouchen Lin, Huan Li, Cong Fang, 9811698392, 978-9811698392, 9789811698392, B0B4938KC7, 978-981-16-9839-2, 978-981-16-9840-8

100,000 Toman
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English | 2022 | PDF

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Machine learning heavily relies on optimization algorithms to solve its learning models. Constrained problems constitute a major type of optimization problem, and the alternating direction method of multipliers (ADMM) is a commonly used algorithm to solve constrained problems, especially linearly constrained ones. Written by experts in machine learning and optimization, this is the first book providing a state-of-the-art review on ADMM under various scenarios, including deterministic and convex optimization, nonconvex optimization, stochastic optimization, and distributed optimization. Offering a rich blend of ideas, theories and proofs, the book is up-to-date and self-contained. It is an excellent reference book for users who are seeking a relatively universal algorithm for constrained problems. Graduate students or researchers can read it to grasp the frontiers of ADMM in machine learning in a short period of time.