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arXiv · 1903.01054

The Application of Multi-block ADMM on Isotonic Regression Problems

Junxiang Wang·Liang Zhao
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Abstract

The multi-block ADMM has received much attention from optimization researchers due to its excellent scalability. In this paper, the multi-block ADMM is applied to solve two large-scale problems related to isotonic regression. Numerical experiments show that the multi-block ADMM is convergent when the chosen parameter is small enough and the multi-block ADMM scales well compared with baselines.

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Junxiang Wang, Liang Zhao. 2019-03-04. The Application of Multi-block ADMM on Isotonic Regression Problems. https://arxiv.org/abs/1903.01054

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