An inexact interior point method for L1-regularized sparse covariance selection
10.1007/s12532-010-0020-6
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sg-nus-scholar.10635-1028422024-11-08T17:52:21Z 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 |
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NUS Library |
| continent |
Asia |
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Singapore Singapore |
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NUS Library |
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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_ |
1821230236417654784 |