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.
|Author||Yixuan Qiu and Tao Gao|
|Maintainer||Yixuan Qiu <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on GitHub|
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