ADMM: Algorithms using Alternating Direction Method of Multipliers

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: 0.3.2
Imports: Rcpp, Matrix, Rdpack, stats, doParallel, foreach, parallel, utils
LinkingTo: Rcpp, RcppArmadillo
Published: 2020-04-22
Author: Kisung You ORCID iD [aut, cre], Xiaozhi Zhu [aut]
Maintainer: Kisung You <kyoustat at>
License: GPL (≥ 3)
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: ADMM results


Reference manual: ADMM.pdf
Package source: ADMM_0.3.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: ADMM_0.3.2.tgz, r-oldrel: ADMM_0.3.2.tgz
Old sources: ADMM archive


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