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

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scientific article; zbMATH DE number 5868726
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    Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm
    scientific article; zbMATH DE number 5868726

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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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