atzheng/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.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Kisung You [aut, cre] (<https://orcid.org/0000-0002-8584-459X>), Xiaozhi Zhu [aut] |
| Maintainer | Kisung You <kyou@nd.edu> |
| License | GPL (>= 3) |
| Version | 0.3.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
