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Solving large scale distance weighted discrimination. The main algorithm is a symmetric GaussSeidel based alternating direction method of multipliers (ADMM) method. See Lam, X.Y., Marron, J.S., Sun, D.F., and Toh, K.C. (2018) <arXiv:1604.05473> for more details.
Package details 


Author  XinYee Lam, J.S. Marron, Defeng Sun, and KimChuan Toh 
Maintainer  KimChuan Toh <mattohkc@nus.edu.sg> 
License  GPL2 
Version  0.10 
URL  https://arxiv.org/pdf/1604.05473.pdf 
Package repository  View on CRAN 
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