On Alternating Direction Methods of Multipliers: A Historical Perspective
作者： Roland Glowinski
DOI: 10.1007/978-94-017-9054-3_4
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摘要: The Alternating Direction Method of Multipliers (ADMM) has been introduced in 1974 and used (and still is) under the name ALG2 for numerical solution various problems from Mechanics, Physics Differential Geometry, among others. During last decade, ADMM known a surge popularity coming its applicability to Image Processing, Statistical Learning, Data Mining, etc. main goals this review article are: (1) Provide historical facts concerning origins ADMM. (2) Give general presentation related algorithms framework Hilbert spaces. (3) Show relationships between some classical operator-splitting methods such as Douglas-Rachford Peaceman-Rachford. (4) Present results experiments application Weber problem non-convex nonlinear Elasto-Dynamics.
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