An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection (Q621755)
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English | An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection |
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An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection (English)
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28 January 2011
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log-determinant semidefinite programming
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inexact search direction
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iterative solver
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