Alternating direction method for covariance selection models
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Publication:2276406
DOI10.1007/s10915-011-9507-1zbMath1255.65031MaRDI QIDQ2276406
Publication date: 5 November 2012
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10915-011-9507-1
62J10: Analysis of variance and covariance (ANOVA)
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Uses Software
Cites Work
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- Smooth minimization of non-smooth functions
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- Application of the alternating direction method of multipliers to separable convex programming problems
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- A new inexact alternating directions method for monotone variational inequalities
- Multiplier and gradient methods
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- Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm
- Alternating Direction Algorithms for $\ell_1$-Problems in Compressive Sensing
- Model selection and estimation in the Gaussian graphical model
- First-Order Methods for Sparse Covariance Selection
- From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
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- Alternating Projection-Proximal Methods for Convex Programming and Variational Inequalities
- Determinant Maximization with Linear Matrix Inequality Constraints
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- A Weak-to-Strong Convergence Principle for Fejér-Monotone Methods in Hilbert Spaces
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