« search calendars« DIMACS Workshop on ADMM and Proximal Splitting Methods in Optimization
« The ADMM, Progressive Hedging, and Operator Splitting
The ADMM, Progressive Hedging, and Operator Splitting
June 11, 2018, 9:10 AM - 9:40 AM
Location:
DIMACS Center
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.