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: 0.1.1
Imports: Rcpp, Matrix
LinkingTo: Rcpp, RcppArmadillo
Published: 2017-11-02
Author: Kisung You [aut, cre]
Maintainer: Kisung You <kyou at>
License: GPL (≥ 3)
NeedsCompilation: yes
CRAN checks: ADMM results


Reference manual: ADMM.pdf
Package source: ADMM_0.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: ADMM_0.1.1.tgz
OS X Mavericks binaries: r-oldrel: ADMM_0.1.1.tgz
Old sources: ADMM archive


Please use the canonical form to link to this page.