fastclime (1.4.1)

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A Fast Solver for Parameterized LP Problems, Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation and Dantzig Selector.

Provides a method of recovering the precision matrix efficiently and solving for the dantzig selector by applying the parametric simplex method. The computation is based on a linear optimization solver. It also contains a generic LP solver and a parameterized LP solver using parametric simplex method.

Maintainer: Haotian Pang
Author(s): Haotian Pang, Di Qi, Han Liu and Robert Vanderbei

License: GPL-2

Uses: igraph, lattice, MASS, Matrix
Reverse depends: highD2pop

Released almost 4 years ago.

11 previous versions



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