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) for complete introduction to the method.


Reference manual

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0.3.3 by Kisung You, 6 months ago

Browse source code at

Authors: Kisung You [aut, cre] , Xiaozhi Zhu [aut]

Documentation:   PDF Manual  

GPL (>= 3) license

Imports Rcpp, Matrix, Rdpack, stats, doParallel, foreach, parallel, utils

Linking to Rcpp, RcppArmadillo

Imported by T4cluster.

See at CRAN