An inexact interior point method for L1-regularized sparse covariance selection

An inexact interior point method for L1-regularized sparse covariance selection

10.1007/s12532-010-0020-6

Saved in:
Bibliographic Details
Main Authors: Li, L., Toh, K.-C.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Inexact interior point method
Inexact search direction
Iterative solver
Log-determinant semidefinite programming
Sparse inverse covariance selection
Online Access:http://scholarbank.nus.edu.sg/handle/10635/102842
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
Description
Summary:10.1007/s12532-010-0020-6

Similar Items