Papers › An Alternating Direction Method of Multipliers Algorithm for the Weighted Fused LASSO...
An Alternating Direction Method of Multipliers Algorithm for the Weighted Fused LASSO Signal Approximator
Louis Dijkstra, Moritz Hanke, Niklas Koenen, Ronja Foraita
The archive published only this paper's code-link row. Authors, date and abstract are from arXiv's metadata (CC0), read from the Kaggle arXiv metadata snapshot of 2026-09-12 where its title matched the archive's; the title is the archive's.
We present an Alternating Direction Method of Multipliers (ADMM) algorithm designed to solve the Weighted Generalized Fused LASSO Signal Approximator (wFLSA). First, we show that wFLSAs can always be reformulated as a Generalized LASSO problem. With the availability of algorithms tailored to the Generalized LASSO, the issue appears to be, in principle, resolved. However, the computational complexity of these algorithms is high, with a time complexity of O(p⁴) for a single iteration, where p represents the number of coefficients. To overcome this limitation, we propose an ADMM algorithm specifically tailored for wFLSA-equivalent problems, significantly reducing the complexity to O(p²). Our algorithm is publicly accessible through the R package wflsa.
Code
Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.
Code Syntology ran Syntology
Not run by Syntology. Nothing on this page verifies that the listed code works.
Results from the paper archive 2025-07-28
No leaderboard rows for this paper in the archive.
Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections