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A unified consensus-based parallel ADMM algorithm for high-dimensional regression with combined regularizations

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CPADMM: A unified consensus-based parallel ADMM algorithm for high-dimensional regression with combined regularizations.

The R package for implementing this algorithm is called CPADMM and can be downloaded in file "CPADMM_1.0.0.tar". There is a simple package usage guide in file "A brief explanation of the CPADMM package".

Paper: Xiaofei Wu,Rongmei Liang,Zhimin Zhang and Zhenyu Cui.(2023+). A unified consensus-based parallel ADMM algorithm for high-dimensional regression with combined regularizations. https://arxiv.org/abs/2311.12319.

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