
<!-- README.md is generated from README.Rmd. Please edit that file -->

# ADMM

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[![CRAN
status](https://www.r-pkg.org/badges/version/ADMM)](https://CRAN.R-project.org/package=ADMM)
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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](https://CRAN.R-project.org) with:

``` r
install.packages("ADMM")
```

And the development version from [GitHub](https://github.com/) with:

``` r
# 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.

|    Function     | Description                                     |
|:---------------:|:------------------------------------------------|
|    `admm.bp`    | Basis Pursuit                                   |
|   `admm.enet`   | Elastic Net Regularization                      |
| `admm.genlasso` | Generalized LASSO                               |
|   `admm.lad`    | Least Absolute Deviations                       |
|  `admm.lasso`   | Least Absolute Shrinkage and Selection Operator |
|   `admm.rpca`   | Robust Principal Component Analysis             |
|   `admm.sdp`    | Semidefinite Programming                        |
|   `admm.spca`   | Sparse Principal Component Analysis             |
|    `admm.tv`    | Total Variation Minimization                    |
