Solving large scale distance weighted discrimination. The main algorithm is a symmetric Gauss-Seidel 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.
|Author||Xin-Yee Lam, J.S. Marron, Defeng Sun, and Kim-Chuan Toh|
|Maintainer||Kim-Chuan Toh <[email protected]>|
|Package repository||View on CRAN|
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