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

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Summary:	10.1137/120864192

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