kisungyou/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

Package details

Maintainer
LicenseGPL (>=3)
Version0.3.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("kisungyou/ADMM")
kisungyou/ADMM documentation built on Sept. 28, 2018, 6:22 p.m.