ADMM {ADMM}R Documentation

ADMM : Algorithms using Alternating Direction Method of Multipliers

Description

An introduction of Alternating Direction Method of Multipliers (ADMM) method has been a breakthrough in solving complex and non-convex optimization problems in a reasonably stable as well as scalable fashion. Our package aims at providing handy tools for fast computation on well-known problems using the method. For interested users/readers, please visit Prof. Stephen Boyd's website entirely devoted to the topic.


[Package ADMM version 0.3.2 Index]