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Alternating Direction Method Of Multipliers
Augmented Lagrangian methods are a certain class of algorithms for solving constrained optimization problems. They have similarities to penalty methods in that they replace a constrained optimization problem by a series of unconstrained problems and add a penalty term to the objective, but the augmented Lagrangian method adds yet another term designed to mimic a Lagrange multiplier. The augmented Lagrangian is related to, but not identical with, the method of Lagrange multipliers. Viewed differently, the unconstrained objective is the Lagrangian of the constrained problem, with an additional penalty term (the augmentation). The method was originally known as the method of multipliers and was studied in the 1970s and 1980s as a potential alternative to penalty methods. It was first discussed by Magnus Hestenes and then by Michael Powell in 1969. The method was studied by R. Tyrrell Rockafellar in relation to Fenchel duality, particularly in relation to proximal-point methods, Mo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
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Algorithm
In mathematics and computer science, an algorithm () is a finite sequence of Rigour#Mathematics, mathematically rigorous instructions, typically used to solve a class of specific Computational problem, problems or to perform a computation. Algorithms are used as specifications for performing calculations and data processing. More advanced algorithms can use Conditional (computer programming), conditionals to divert the code execution through various routes (referred to as automated decision-making) and deduce valid inferences (referred to as automated reasoning). In contrast, a Heuristic (computer science), heuristic is an approach to solving problems without well-defined correct or optimal results.David A. Grossman, Ophir Frieder, ''Information Retrieval: Algorithms and Heuristics'', 2nd edition, 2004, For example, although social media recommender systems are commonly called "algorithms", they actually rely on heuristics as there is no truly "correct" recommendation. As an e ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |