The following pages link to CHOMPACK (Q16764):
Displaying 12 items.
- On how to solve large-scale log-determinant optimization problems (Q288409) (← links)
- Model selection and estimation in the matrix normal graphical model (Q413758) (← links)
- Inexact proximal Newton methods for self-concordant functions (Q522088) (← links)
- Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones (Q621748) (← links)
- A block coordinate gradient descent method for regularized convex separable optimization and covariance selection (Q644904) (← links)
- Optimal estimation of \(\ell_1\)-regularization prior from a regularized empirical Bayesian risk standpoint (Q695448) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- Exploiting special structure in semidefinite programming: a survey of theory and applications (Q1044129) (← links)
- A joint convex penalty for inverse covariance matrix estimation (Q1623469) (← links)
- Bregman primal-dual first-order method and application to sparse semidefinite programming (Q2070334) (← links)
- COSMO: a conic operator splitting method for convex conic problems (Q2231337) (← links)
- An efficient algorithm for maximum entropy extension of block-circulant covariance matrices (Q2435387) (← links)
