ADMM.fast: ADMM alogrithm for solving convex optimization with l1-norm.

Description Usage Value See Also

View source: R/lasso_admm.R

Description

ADMM alogrithm for solving convex optimization with l1-norm.

Usage

1
ADMM.fast(rho, solATA, ATb, p, maxiter)

Value

rrs residuals.

See Also

https://www.cs.cmu.edu/~ggordon/10725-F12/scribes/10725_Lecture19.pdf


jlin-vt/SML documentation built on Dec. 5, 2019, 2:05 a.m.