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

• Main Authors: Li, L., Toh, K.-C.
• 其他作者: MATHEMATICS
• 格式: Article
• 出版: 2014
• 主題: Inexact interior point method; Inexact search direction; Iterative solver; Log-determinant semidefinite programming; Sparse inverse covariance selection
• 在線閱讀: http://scholarbank.nus.edu.sg/handle/10635/102842
• 機構: National University of Singapore

10.1007/s12532-010-0020-6