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

id	sg-nus-scholar.10635-102842
record_format	dspace
spelling	sg-nus-scholar.10635-1028422023-08-30T21:39:31Z An inexact interior point method for L1-regularized sparse covariance selection Li, L. Toh, K.-C. MATHEMATICS Inexact interior point method Inexact search direction Iterative solver Log-determinant semidefinite programming Sparse inverse covariance selection 10.1007/s12532-010-0020-6 Mathematical Programming Computation 2 3-4 291-315 2014-10-28T02:30:23Z 2014-10-28T02:30:23Z 2010 Article Li, L., Toh, K.-C. (2010). An inexact interior point method for L1-regularized sparse covariance selection. Mathematical Programming Computation 2 (3-4) : 291-315. ScholarBank@NUS Repository. https://doi.org/10.1007/s12532-010-0020-6 18672949 http://scholarbank.nus.edu.sg/handle/10635/102842 000219317200005 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Inexact interior point method Inexact search direction Iterative solver Log-determinant semidefinite programming Sparse inverse covariance selection
spellingShingle	Inexact interior point method Inexact search direction Iterative solver Log-determinant semidefinite programming Sparse inverse covariance selection Li, L. Toh, K.-C. An inexact interior point method for L1-regularized sparse covariance selection
description	10.1007/s12532-010-0020-6
author2	MATHEMATICS
author_facet	MATHEMATICS Li, L. Toh, K.-C.
format	Article
author	Li, L. Toh, K.-C.
author_sort	Li, L.
title	An inexact interior point method for L1-regularized sparse covariance selection
title_short	An inexact interior point method for L1-regularized sparse covariance selection
title_full	An inexact interior point method for L1-regularized sparse covariance selection
title_fullStr	An inexact interior point method for L1-regularized sparse covariance selection
title_full_unstemmed	An inexact interior point method for L1-regularized sparse covariance selection
title_sort	inexact interior point method for l1-regularized sparse covariance selection
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/102842
_version_	1776260699479080960

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

Similar Items