A Fast Solver for Parameterized LP Problems, Constrained L1
Minimization Approach to Sparse Precision Matrix Estimation and
Dantzig Selector
Description
Provides a method of recovering the precision matrix efficiently
and solving for the dantzig selector by applying the parametric
simplex method. The computation is based on a linear optimization
solver. It also contains a generic LP solver and a parameterized LP
solver using parametric simplex method.