On how to solve large-scale log-determinant optimization problems
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Cites work
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- A proximal point algorithm for log-determinant optimization with group Lasso regularization
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- Adaptive First-Order Methods for General Sparse Inverse Covariance Selection
- Alternating direction method for covariance selection models
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- Convex Analysis
- Covariance selection for nonchordal graphs via chordal embedding
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- Fused multiple graphical lasso
- Hankel matrix rank minimization with applications to system identification and realization
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- Matrix Analysis
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Cited in
(8)- A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming
- A dual spectral projected gradient method for log-determinant semidefinite problems
- An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs
- Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm
- Dual spectral projected gradient method for generalized log-det semidefinite programming
- A new dual spectral projected gradient method for log-determinant semidefinite programming with hidden clustering structures
- A dual adaptive algorithm for matrix optimization with sparse group Lasso regularization
- A nonmonotone active-set semismooth Newton method for matrix approximation with group regularization
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