[R] ADMM for lasso

This is a short code for studying admm for lasso.

#--------------------------- functions to be used ----------------------

## the main function f = g + h
f <- function(x, A, b, lambda){
        1/2*norm(A %*% x - b, "2")^2 + lambda*sum(abs(x))
}
## smooth function g
g <- function(x, A, b){
        1/2*norm(A %*% x - b, "2")^2
}

## proximal function of none smooth function h
prox_L1 <- function(x,