mloss.org fastclime http://mloss.orgUpdates and additions to fastclime enMon, 10 Mar 2014 08:54:41 -0000fastclime 1.2.3http://mloss.org/software/view/540/<html><p>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 of our LP solver is to implement an important sparse precision
matrix estimation method called CLIME (Constrained L1 Minimization Estimator).
Compared with existing packages for this problem such as clime and flare, our package
has three advantages: (1) it efficiently calculates the full piecewise-linear regularization
path; (2) it provides an accurate dual certificate as stopping criterion; (3) it is completely
coded in C and is highly portable. This package is designed to be useful to statisticians
and machine learning researchers for solving a wide range of problems.
</p></html>haotian pang, han liu, robert vanderbeiMon, 10 Mar 2014 08:54:41 -0000http://mloss.org/software/rss/comments/540http://mloss.org/software/view/540/machine learninglinear programminggraphical model