yixuan/ADMM: Solving Statistical Optimization Problems Using the ADMM Algorithm
Solving statistical optimization problems using the Alternating Direction Method of Multipliers (ADMM) algorithm. Models that have already been implemented by this package include Lasso, Elastic Net, Dantzig Selector, Basis Pursuit, Least Absolute Deviation etc.
Getting started
Browse package contents
Package details |
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| Author | Yixuan Qiu and Tao Gao |
| Maintainer | Yixuan Qiu <yixuan.qiu@cos.name> |
| License | GPL (>= 2) |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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