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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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
id sg-nus-scholar.10635-102737
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spelling sg-nus-scholar.10635-1027372023-10-26T09:17:43Z A proximal point algorithm for log-determinant optimization with group Lasso regularization Yang, J. Sun, D. Toh, K.-C. MATHEMATICS Alternating direction method Augmented Lagrangian Covariance selection Gaussian graphical model Group Lasso regularization Log-determinant optimization Newton's method Proximal point algorithm 10.1137/120864192 SIAM Journal on Optimization 23 2 857-893 2014-10-28T02:29:07Z 2014-10-28T02:29:07Z 2013 Article Yang, J., Sun, D., Toh, K.-C. (2013). A proximal point algorithm for log-determinant optimization with group Lasso regularization. SIAM Journal on Optimization 23 (2) : 857-893. ScholarBank@NUS Repository. https://doi.org/10.1137/120864192 10526234 http://scholarbank.nus.edu.sg/handle/10635/102737 000321044000009 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Alternating direction method
Augmented Lagrangian
Covariance selection
Gaussian graphical model
Group Lasso regularization
Log-determinant optimization
Newton's method
Proximal point algorithm
spellingShingle Alternating direction method
Augmented Lagrangian
Covariance selection
Gaussian graphical model
Group Lasso regularization
Log-determinant optimization
Newton's method
Proximal point algorithm
Yang, J.
Sun, D.
Toh, K.-C.
A proximal point algorithm for log-determinant optimization with group Lasso regularization
description 10.1137/120864192
author2 MATHEMATICS
author_facet MATHEMATICS
Yang, J.
Sun, D.
Toh, K.-C.
format Article
author Yang, J.
Sun, D.
Toh, K.-C.
author_sort Yang, J.
title A proximal point algorithm for log-determinant optimization with group Lasso regularization
title_short A proximal point algorithm for log-determinant optimization with group Lasso regularization
title_full A proximal point algorithm for log-determinant optimization with group Lasso regularization
title_fullStr A proximal point algorithm for log-determinant optimization with group Lasso regularization
title_full_unstemmed A proximal point algorithm for log-determinant optimization with group Lasso regularization
title_sort proximal point algorithm for log-determinant optimization with group lasso regularization
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/102737
_version_ 1781787630282735616

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