ADMM: Algorithms using Alternating Direction Method of Multipliers

Provides algorithms to solve popular optimization problems in statistics such as regression or denoising based on Alternating Direction Method of Multipliers (ADMM). See Boyd et al (2010) <doi:10.1561/2200000016> for complete introduction to the method.

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Package details

AuthorKisung You [aut, cre] (<>), Xiaozhi Zhu [aut]
MaintainerKisung You <>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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ADMM documentation built on Aug. 8, 2021, 9:07 a.m.