Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm

Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm

10.1137/090772514

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Bibliographic Details
Main Authors: Wang, C., Sun, D., Toh, K.-C.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Log-determinant optimization problem
Newton's method
Proximal point algorithm
Sparse inverse covariance selection
Online Access:http://scholarbank.nus.edu.sg/handle/10635/104148
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Institution: National University of Singapore
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