ADMM
We provide implementation for a class of problems that use alternating direction method of multipliers (ADMM)-type algorithms.
Installation
You can install the released version of ADMM from CRAN with:
install.packages("ADMM")And the development version from GitHub with:
# install.packages("devtools")
devtools::install_github("kyoustat/ADMM")Available Functions
Currently, we support following classes of problems and functions. For more details, please see help pages of each function using help() function in your R session.
| Function | Description |
|---|---|
admm.bp | Basis Pursuit |
admm.enet | Elastic Net Regularization |
admm.genlasso | Generalized LASSO |
admm.lad | Least Absolute Deviations |
admm.lasso | Least Absolute Shrinkage and Selection Operator |
admm.rpca | Robust Principal Component Analysis |
admm.sdp | Semidefinite Programming |
admm.spca | Sparse Principal Component Analysis |
admm.tv | Total Variation Minimization |