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.
Package details |
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Maintainer | |
License | GPL (>=3) |
Version | 0.3.3 |
Package repository | View on GitHub |
Installation |
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