Implement ADMM solver - Githubissues

odlgroup / odl

Operator Discretization Library https://odlgroup.github.io/odl/

Mozilla Public License 2.0

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Implement ADMM solver #695

Closed adler-j closed 6 years ago

adler-j commented 7 years ago

Even if we currently have a set of very competent solvers for convex optimization, the ADMM solvers is by many considered as an important reference. In addition to that, it is rather easy to implement, so we should add it to the library.

ozanoktem commented 7 years ago

A nice reference for ADMM is Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers. Check out section 10 in particular.

kohr-h commented 6 years ago

Closed by #1198