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Numerical Algorithms for Computing & ML, fall 2025 (lecture 20): Alternating optimization and ADMM
ADMM: Alternating Direction Method of Multipliers
Alternating method of multiplier (ADMM): lasso, global consensus, convergence and stopping criterion
ADMM Algorithm
Alternating method of multiplier (ADMM): Constrained convex optimization
Lecture 21 (part 1): Dual methods and ADMM
Lecture 21: Dual Methods and ADMM
ADMM - Alternating Direction Method of Multipliers
Lecture 21 (part 2): Dual methods and ADMM
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Last Updated: October 17, 2026
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Summary
In fact what we're going to do is take the So that's the notion of dual decomposition and now let's think about the Before watching this lesson, see "Penalty function and Augmented Lagrangian methods 2013" youtu.be/9jcWM-TUQHk. So how is this different than the usual augmented lagrangian