Use the ADMM Elastic Net Algorithm

Source: R/control_options.R

Use the ADMM Elastic Net Algorithm

en_admm_options(max_it = 1000, step_size, acceleration = 1)

Arguments

max_it

maximum number of iterations.

step_size

step size for the algorithm.

acceleration

acceleration factor for linearized ADMM.

Value

options for the ADMM EN algorithm.

See also

Other EN algorithms: en_cd_options(), en_dal_options(), en_lars_options()