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.


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Reference manual

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install.packages("ADMM")

0.3.1 by Kisung You, a year ago


Browse source code at https://github.com/cran/ADMM


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


Documentation:   PDF Manual  


GPL (>= 3) license


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

Linking to Rcpp, RcppArmadillo


Imported by Rdimtools.


See at CRAN