Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm (Q3083318)

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Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm
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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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