AMIAS: Alternating Minimization Induced Active Set Algorithms

An implementation of alternating minimization induced active set (AMIAS) method for solving the generalized L0 problem. The AMIAS method is based on the necessary optimality conditions derived from an augmented Lagrangian framework. The proposed method takes full advantage of the primal and dual variables with complementary supports, and decouples the high-dimensional problem into two sub-systems on the active and inactive sets, respectively. A sequential AMIAS algorithm with warm start initialization is developed for efficient determination of the cardinality parameter, along with the output of solution paths.

Version: 1.1.0
Depends: utils, zoo, limSolve, Matrix
Published: 2019-03-14
Author: Canhong Wen, Xueqin Wang, Shijie Quan, Zelin Hong, Aijun Zhang
Maintainer: Canhong Wen <wench at ustc.edu.cn>
License: LGPL-3
NeedsCompilation: yes
CRAN checks: AMIAS results

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Reference manual: AMIAS.pdf
Package source: AMIAS_1.1.0.tar.gz
Windows binaries: r-devel: AMIAS_1.1.0.zip, r-release: AMIAS_1.1.0.zip, r-oldrel: AMIAS_1.1.0.zip
OS X binaries: r-release: AMIAS_1.1.0.tgz, r-oldrel: AMIAS_1.1.0.tgz
Old sources: AMIAS archive

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