The ADMM, Progressive Hedging, and Operator Splitting

June 11, 2018, 9:10 AM - 9:40 AM



Rutgers University

CoRE Building

96 Frelinghuysen Road

Piscataway, NJ 08854

Click here for map.

Jonathan Eckstein, Rutgers University

This introductory talk will outline the relationships between the key ideas covered in this workshop, including the ADMM, operator splitting, and progressive hedging, and discuss some key challenges in applying these methods to real-world optimization problems.  It is aimed at providing a common context the talks in the body of the workshop.





Slides     Video