Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm
10.1137/090772514
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sg-nus-scholar.10635-1041482023-10-25T22:14:17Z Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm Wang, C. Sun, D. Toh, K.-C. MATHEMATICS Log-determinant optimization problem Newton's method Proximal point algorithm Sparse inverse covariance selection 10.1137/090772514 SIAM Journal on Optimization 20 6 2994-3013 2014-10-28T02:45:51Z 2014-10-28T02:45:51Z 2010 Article Wang, C., Sun, D., Toh, K.-C. (2010). Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm. SIAM Journal on Optimization 20 (6) : 2994-3013. ScholarBank@NUS Repository. https://doi.org/10.1137/090772514 10526234 http://scholarbank.nus.edu.sg/handle/10635/104148 000285547100012 Scopus |
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Singapore Singapore |
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Log-determinant optimization problem Newton's method Proximal point algorithm Sparse inverse covariance selection |
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Log-determinant optimization problem Newton's method Proximal point algorithm Sparse inverse covariance selection Wang, C. Sun, D. Toh, K.-C. Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm |
| description |
10.1137/090772514 |
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MATHEMATICS |
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MATHEMATICS Wang, C. Sun, D. Toh, K.-C. |
| format |
Article |
| author |
Wang, C. Sun, D. Toh, K.-C. |
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Wang, C. |
| title |
Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm |
| title_short |
Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm |
| title_full |
Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm |
| title_fullStr |
Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm |
| title_full_unstemmed |
Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm |
| title_sort |
solving log-determinant optimization problems by a newton-cg primal proximal point algorithm |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/104148 |
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1781787835231109120 |