Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

@article{Boyd2011DistributedOA,
  title={Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers},
  author={Stephen P. Boyd and N. Parikh and E. Chu and B. Peleato and Jonathan Eckstein},
  journal={Found. Trends Mach. Learn.},
  year={2011},
  volume={3},
  pages={1-122}
}
Many problems of recent interest in statistics and machine learning can be posed in the framework of convex optimization. Due to the explosion in size and complexity of modern datasets, it is increasingly important to be able to solve problems with a very large number of features or training examples. As a result, both the decentralized collection or storage of these datasets as well as accompanying distributed solution methods are either necessary or at least highly desirable. In this review… Expand
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