ADMM

Authors Kisung You, Xiaozhi Zhu

Last update 21 September 2025

Copyright license GNU General Public License

Software version identifier 0.3.3, 0.1.0, 0.1.1, 0.2.0, 0.2.1, 0.2.2, 0.3.0, 0.3.1, 0.3.2, PACKAGES.rds, 0.3.4

Description

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.

Cites work

Distributed optimization and statistical learning via the alternating direction method of multipliers

Cited in

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