From 2a4c00b801000a3aec91d54cd5af7adcc0b8fa23 Mon Sep 17 00:00:00 2001 From: Raunak Shah Date: Tue, 11 May 2021 19:11:47 +0530 Subject: [PATCH] Create README.md --- README.md | 11 +++++++++++ 1 file changed, 11 insertions(+) create mode 100644 README.md diff --git a/README.md b/README.md new file mode 100644 index 0000000..6163a36 --- /dev/null +++ b/README.md @@ -0,0 +1,11 @@ +## ADMM +This repository contains code that implements ADMM in Python 3 (alternating direction method of multipliers), AMA (alternating minimization algorithm), and their faster variants as outlined in the paper "Fast Alternating Direction Optimization Methods" (Goldstein et. al, 2014) + +There is a report attached that contains several theoretical proofs, simulation results, and analysis of the algorithm by taking inspiration from the paper above. It also discusses other related ideas. +This work was done as part of the course "Convex Optimization" at IIT Kanpur. + +``` +Goldstein, Tom, Brendan O'Donoghue, Simon Setzer, and Richard Baraniuk. +"Fast alternating direction optimization methods." +SIAM Journal on Imaging Sciences 7, no. 3 (2014): 1588-1623. +```