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Sherson, T.W. (author), Heusdens, R. (author), Kleijn, W.B. (author)
In this paper, we present a novel derivation of an existing algorithm for distributed optimization termed the primal-dual method of multipliers (PDMM). In contrast to its initial derivation, monotone operator theory is used to connect PDMM with other first-order methods such as Douglas-Rachford splitting and the alternating direction method...
journal article 2019