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

• 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
• Institution: National University of Singapore

10.1137/120864192