ADMM: Algorithms using Alternating Direction Method of Multipliers (original) (raw)
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.
Version: | 0.3.3 |
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Imports: | Rcpp, Matrix, Rdpack, stats, doParallel, foreach, parallel, utils |
LinkingTo: | Rcpp, RcppArmadillo |
Published: | 2021-08-08 |
DOI: | 10.32614/CRAN.package.ADMM |
Author: | Kisung You [aut, cre], Xiaozhi Zhu [aut] |
Maintainer: | Kisung You |
License: | GPL (≥ 3) |
NeedsCompilation: | yes |
Materials: | README NEWS |
CRAN checks: | ADMM results |
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