mixsqp
swMATH ID:  33926 
Software Authors:  Kim, Youngseok; Carbonetto, Peter; Anitescu, Mihai; Stephens, Matthew; Willwerscheid, Jason; Morrison, Jean 
Description:  R package mixsqp: Sequential Quadratic Programming for Fast MaximumLikelihood Estimation of Mixture Proportions. Provides an optimization method based on sequential quadratic programming (SQP) for maximum likelihood estimation of the mixture proportions in a finite mixture model where the component densities are known. The algorithm is expected to obtain solutions that are at least as accurate as the stateoftheart MOSEK interiorpoint solver (called by function ”KWDual” in the ’REBayes’ package), and they are expected to arrive at solutions more quickly when the number of samples is large and the number of mixture components is not too large. This implements the ”mixSQP” algorithm, with some improvements, described in Y. Kim, P. Carbonetto, M. Stephens & M. Anitescu (2020) <doi:10.1080/10618600.2019.1689985>. 
Homepage:  https://cran.rproject.org/web/packages/mixsqp/index.html 
Source Code:  https://github.com/cran/mixsqp 
Dependencies:  R 
Keywords:  arXiv_stat.CO; arXiv_stat.ME; nonparametric empirical Bayes; nonparametric maximum likelihood; mixture models; convex optimization; sequential quadratic programming; active set methods; rankrevealing QR decomposition 
Related Software:  ashr; REBayes; R; Mosek; EbayesThresh; horseshoe; ebnm; flashier; Rmosek; microbenchmark; trust; deconvolveR; LowRankApprox.jl; JuMP; Julia 
Cited in:  0 Documents 
Standard Articles
1 Publication describing the Software  Year 

A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming arXiv Youngseok Kim, Peter Carbonetto, Matthew Stephens, Mihai Anitescu 
2018
