CRAN
AMIAS 1.1.0
Alternating Minimization Induced Active Set Algorithms
Released Mar 14, 2019 by Canhong Wen
Dependencies
limSolve 1.5.5.3 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.
Installation
Maven
This package can be included as a dependency from a Java or Scala project by including
the following your project's pom.xml
file.
Read more
about embedding Renjin in JVM-based projects.
<dependencies> <dependency> <groupId>org.renjin.cran</groupId> <artifactId>AMIAS</artifactId> <version>1.1.0-b1</version> </dependency> </dependencies> <repositories> <repository> <id>bedatadriven</id> <name>bedatadriven public repo</name> <url>https://nexus.bedatadriven.com/content/groups/public/</url> </repository> </repositories>
Renjin CLI
If you're using Renjin from the command line, you load this library by invoking:
library('org.renjin.cran:AMIAS')
Test Results
This package was last tested against Renjin 0.9.2725 on Mar 16, 2019.