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The fastclime Package for Linear Programming and Large-Scale Precision Matrix Estimation in R
We develop an R package fastclime for solving a family of regularized linear programming (LP) problems. Our package efficiently implements the parametric simplex algorithm, which provides a scalable and sophisticated tool for solving large-scale linear programs. As an illustrative example, one use o...
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| Publicado no: | J Mach Learn Res |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2014
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4303570/ https://ncbi.nlm.nih.gov/pubmed/25620890 |
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