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From "Theodore Vasiloudis (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (FLINK-1931) Add ADMM to optimization framework
Date Tue, 08 Sep 2015 11:06:45 GMT

    [ https://issues.apache.org/jira/browse/FLINK-1931?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14734630#comment-14734630
] 

Theodore Vasiloudis commented on FLINK-1931:
--------------------------------------------

Hello Dzenan, I was wondering if you have made any progress on this issue. Otherwise I would
like to take it and start working on it.

> Add ADMM to optimization framework
> ----------------------------------
>
>                 Key: FLINK-1931
>                 URL: https://issues.apache.org/jira/browse/FLINK-1931
>             Project: Flink
>          Issue Type: New Feature
>          Components: Machine Learning Library
>            Reporter: Till Rohrmann
>            Assignee: Dzenan
>              Labels: ML
>
> With the upcoming optimization framework soon in place we can think about adding more
optimization algorithms to it. One new addition could be the alternating direction method
of multipliers (ADMM) [1, 2].
> Resources
> [1] http://stanford.edu/~boyd/admm.html
> [2] http://en.wikipedia.org/wiki/Augmented_Lagrangian_method



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