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Posted to issues@flink.apache.org by "Theodore Vasiloudis (JIRA)" <ji...@apache.org> on 2015/09/21 11:52:04 UTC
[jira] [Assigned] (FLINK-1931) Add ADMM to optimization framework
[ https://issues.apache.org/jira/browse/FLINK-1931?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Theodore Vasiloudis reassigned FLINK-1931:
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Assignee: Theodore Vasiloudis (was: Dzenan)
> 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: Theodore Vasiloudis
> Labels: ML
> Attachments: logoEITICTlabs_siganure.gif
>
>
> 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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