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.
Package details 


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 
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