Clark School Home UMD

ISR Events Calendar

Event Information

UTRC CDS Seminar: Rachael Tappenden, "Flexible ADMM for Big Data Applications"
Friday, November 20, 2015
11:00 a.m.
2460 AVW
For More Information:
Regina King
301 405 6576
rking12@umd.edu

Flexible ADMM for Big Data Applications

Rachael Tappenden
School of Applied Math and Statistics
Johns Hopkins University

Abstract
In this talk we present a flexible Alternating Direction Method of Multipliers (F-ADMM) algorithm for solving optimization problems involving a strongly convex objective function that is separable into n blocks, subject to linear equality constraints. The F-ADMM algorithm updates the blocks of variables in a Gauss-Seidel fashion, and the subproblems arising within F-ADMM include a regularization term so that they can be solved efficiently. The algorithm is globally convergent. We also introduce a hybrid variant called H-ADMM that is partially parallelizable, which is important in a big data setting. Convergence of H-ADMM follows directly from the convergence properties of F-ADMM. We present numerical experiments to demonstrate the practical performance of this algorithm.

This Event is For: Graduate • Undergraduate • Faculty • Post-Docs • Alumni

Browse Events By Calendar

Calendar Home

« Previous Month    Next Month »

September 2017
SU M TU W TH F SA
1 2 w
3 4 5 6 7 8 9 w
10 11 12 13 14 15 16 w
17 18 19 20 21 22 23 w
24 25 26 27 28 29 30 w

Search Events


ISR lecture and seminar series

Distinguished Lecturer Series
Intelligent Automation Inc. Colloquia Series
Microsystems Seminar Series
Lockheed Martin Robotics Seminar Series
Advanced Networks Colloquia Series
Model-Based Systems Engineering Colloquia Series

Submit an event to the ISR calendar Click here

News links

Current news
Search news
News archives