An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection (Q621755)

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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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