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

Package details

AuthorYixuan Qiu and Tao Gao
MaintainerYixuan Qiu <yixuan.qiu@cos.name>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
yixuan/ADMM documentation built on May 4, 2019, 5:28 p.m.