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  1. Flink
  2. FLINK-1931

Add ADMM to optimization framework

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    • New Feature
    • Status: Closed
    • Minor
    • Resolution: Won't Do
    • None
    • None

    Description

      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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              tvas Theodore Vasiloudis
              trohrmann Till Rohrmann
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