Till Rohrmann created FLINK-1931:
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Summary: 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
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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