We also use a continuation strategy on the penalty parameter to have a fast implemenation of the algorithm.doi:10.48550/arXiv.1311.7198Karthik MohanEprint ArxivK. Mohan. ADMM Algorithm for Graphical Lasso with an ℓ∞ Element-wise Norm Constraint. arXiv:1311.7198, Nov. 2013.
ADMM包：基于交替方向多项式方法的算法解决统计优化问题说明书 Package‘ADMM’October12,2022 Type Package Title Algorithms using Alternating Direction Method of Multipliers Version0.3.3 Description Provides algorithms to solve popular optimization problems in statistics such as regres-sion or denoising based ...