A proximal point algorithm for log-determinant optimization with group Lasso regularization

A proximal point algorithm for log-determinant optimization with group Lasso regularization

10.1137/120864192

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Bibliographic Details
Main Authors: Yang, J., Sun, D., Toh, K.-C.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Alternating direction method
Augmented Lagrangian
Covariance selection
Gaussian graphical model
Group Lasso regularization
Log-determinant optimization
Newton's method
Proximal point algorithm
Online Access:http://scholarbank.nus.edu.sg/handle/10635/102737
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/102737

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