CRAN

ADMM 0.3.1

Algorithms using Alternating Direction Method of Multipliers

Released Sep 28, 2018 by Kisung You

This package cannot yet be used with Renjin it depends on other packages which are not available: Rdpack 0.10-1

Dependencies

Rdpack 0.10-1 RcppArmadillo 0.9.200.5.0 foreach 1.4.4 Matrix 1.2-15 Rcpp doParallel 1.0.14

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) for complete introduction to the method.

Source

R
C++

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Release History