The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent

Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

Stephen Boyd · Foundations and Trends® in Machine Learning · 2011 · 16K citations

Computing, Computer Science, Machine Learning +13

On the Douglas—Rachford splitting method and the proximal point algorithm for maximal monotone operators

Jonathan Eckstein, Dimitri P. Bertsekas · Mathematical Programming · 1992 · 2.9K citations · Full text

Computing, Computer Science, Algorithms +8

Discriminant Analysis and Statistical Pattern Recognition.

Douglas M. Hawkins, Geoffrey J. McLachlan · Journal of the American Statistical Association · 1993 · 2.7K citations

Computing, Computer Science, Feature Engineering +14

A dual algorithm for the solution of nonlinear variational problems via finite element approximation

Daniel Gabay, Bertrand Mercier · Computers & Mathematics with Applications · 1976 · 2.6K citations · Full text

Computing, Computational Engineering, Mathematics +15

Multiplier and gradient methods

Magnus R. Hestenes · Journal of Optimization Theory and Applications · 1969 · 2.5K citations

Natural Sciences, Computer Science, Mathematics +8