AMIAS 1.1.0

Alternating Minimization Induced Active Set Algorithms

Released Mar 14, 2019 by Canhong Wen

This package can be loaded by Renjin but 6 out 7 tests failed.


limSolve Matrix 1.2-16 zoo 1.8-3

An implementation of alternating minimization induced active set (AMIAS) method for solving the generalized L0 problem. The AMIAS method is based on the necessary optimality conditions derived from an augmented Lagrangian framework. The proposed method takes full advantage of the primal and dual variables with complementary supports, and decouples the high-dimensional problem into two sub-systems on the active and inactive sets, respectively. A sequential AMIAS algorithm with warm start initialization is developed for efficient determination of the cardinality parameter, along with the output of solution paths.



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This package was last tested against Renjin 0.9.2725 on Mar 16, 2019.



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