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Solving Statistical Optimization Problems Using the ADMM Algorithm

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The current design of ADMM package funtions adopts the fluent style of programming, that is, the operations are done in a pipeline. This can be friendly to interactive usage of...

Nice package! Would it also be possible to use the same approach to fit other families/distributions, as one can do in glmnet, such as multivariate gaussian, multinomial, binomial or Poisson?

Would it also be possible by any chance to allow for a sparse input matrix (of class "sparseMatrix"), as one can do in glmnet?

Would it be possible by any chance to also allow constraints on the fitted coefficients to be specified (e.g. nonnegativity), as one can do in glmnet using options lower.limits and...