Demo bug from http://statr.me/admm/

yixuan / ADMM

Solving Statistical Optimization Problems Using the ADMM Algorithm

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Demo bug from http://statr.me/admm/ #3

Closed harryprince closed 8 years ago

harryprince commented 8 years ago

When I run this command, I find a bug.

fit3 = mod3$fit()
Error in .Call("admm_dantzig", .self$x, .self$y, .self$lambda, .self$nlambda,  : 
  "admm_dantzig" not available for .Call() for package "ADMM"

yixuan commented 8 years ago

Yeah. This is because the Dantzig selection has been removed in the current version, since it is very hard to converge using ADMM. It may require better algorithm to solve.