ADMM in PyTorch
Alternating Direction Method of Multipliers
Nishant Borude
Bhushan Sonawane
Sri Haindavi
Mihir Chakradeo
Motivation
State of the art
ADMM Algorithm
Augmented Lagrangian :
Update Rules :
Contribution
https://github.com/bhushan23/pytorch/tree/admm/torch/optim
Lasso Problem :
Distributed ADMM Form:
Update Rules:
Results
2. ADMM for Ridge Regression
Ridge Regression :
ADMM Form :
Update Rules:
Results