README.md

In ADMM: Algorithms using Alternating Direction Method of Multipliers

ADMM

We provide implementation for a class of problems that use alternating direction method of multipliers (ADMM)-type algorithms.

Installation

You can install the released version of ADMM from CRAN with:

install.packages("ADMM")

And the development version from GitHub with:

# install.packages("devtools")
devtools::install_github("kyoustat/ADMM")

Available Functions

Currently, we support following classes of problems and functions. For more details, please see help pages of each function using help() function in your R session.

| Function | Description | |:---------------:|:------------------------------------------------| | admm.bp | Basis Pursuit | | admm.enet | Elastic Net Regularization | | admm.genlasso | Generalized LASSO | | admm.lad | Least Absolute Deviations | | admm.lasso | Least Absolute Shrinkage and Selection Operator | | admm.rpca | Robust Principal Component Analysis | | admm.sdp | Semidefinite Programming | | admm.spca | Sparse Principal Component Analysis | | admm.tv | Total Variation Minimization |

ADMM documentation built on Aug. 8, 2021, 9:07 a.m.