[jira] [Created] (FLINK-1931) Add ADMM to optimization framework

[Shang Yuanchun (Jira)]

Till Rohrmann created FLINK-1931:
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             Summary: Add ADMM to optimization framework
                 Key: FLINK-1931
                 URL: https://issues.apache.org/jira/browse/FLINK-1931
             Project: Flink
          Issue Type: New Feature
          Components: Machine Learning Library
            Reporter: Till Rohrmann


With the upcoming optimization framework soon in place we can think about adding more optimization algorithms to it. One new addition could be the alternating direction method of multipliers (ADMM) [1, 2].

Resources
[1] http://stanford.edu/~boyd/admm.html
[2] http://en.wikipedia.org/wiki/Augmented_Lagrangian_method



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