Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm (Q3083318): Difference between revisions
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scientific article
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English | Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm |
scientific article |
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Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm (English)
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21 March 2011
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log-determinant optimization problem
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sparse inverse covariance selection
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proximal point algorithm
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Newton's method
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