pyADMM

Porting ADMM examples from https://web.stanford.edu/~boyd/papers/admm/ from MATLAB to Python.

I'm trying to use numba for this project but I'm not sure of the speed benefits at the moment

Current Methods

• Basis Pursuit
• Group Lasso
• Huber
• Lasso
• Least Absolute Deviations

Credits

Thanks to S. Boyd, N. Parikh, E. Chu, B. Peleato, and J. Eckstein for the original code

Thanks to A, Bujan for his python implementation of the lasso https://github.com/afbujan/admm_lasso. This was useful to check I was on the write lines