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.