A block coordinate gradient descent method for regularized convex separable optimization and covariance selection

A block coordinate gradient descent method for regularized convex separable optimization and covariance selection

10.1007/s10107-011-0471-1

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Bibliographic Details
Main Authors: Yun, S., Tseng, P., Toh, K.-C.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
ℓ1- penalization
Block coordinate gradient descent
Complexity
Convex optimization
Covariance selection
Global convergence
Linear rate convergence
Maximum likelihood estimation
Online Access:http://scholarbank.nus.edu.sg/handle/10635/102605
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/102605

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