On how to solve large-scale log-determinant optimization problems
From MaRDI portal
Publication:288409
Recommendations
- Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm
- A dual spectral projected gradient method for log-determinant semidefinite problems
- A Newton-CG augmented Lagrangian method for semidefinite programming
- An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs
- A proximal augmented method for semidefinite programming problems
Cites work
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 5239114 (Why is no real title available?)
- scientific article; zbMATH DE number 3341597 (Why is no real title available?)
- A Newton-CG augmented Lagrangian method for semidefinite programming
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- A dual approach to solving nonlinear programming problems by unconstrained optimization
- A proximal point algorithm for log-determinant optimization with group Lasso regularization
- Adaptive First-Order Methods for General Sparse Inverse Covariance Selection
- Alternating direction method for covariance selection models
- An inexact accelerated proximal gradient method for large scale linearly constrained convex SDP
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
- An inexact primal-dual path following algorithm for convex quadratic SDP
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints
- Complementarity and nondegeneracy in semidefinite programming
- Convex Analysis
- Covariance selection for nonchordal graphs via chordal embedding
- First-Order Methods for Sparse Covariance Selection
- Fused multiple graphical lasso
- Hankel matrix rank minimization with applications to system identification and realization
- Matrix Analysis
- Monotone Operators and the Proximal Point Algorithm
- On the monotonicity of the gradient of a convex function
- Primal-dual path-following algorithms for determinant maximization problems with linear matrix inequalities
- Proximité et dualité dans un espace hilbertien
- Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization
- Smooth Optimization Approach for Sparse Covariance Selection
- Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm
- Solving semidefinite-quadratic-linear programs using SDPT3
- The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
Cited in
(4)- 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
- A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming
This page was built for publication: On how to solve large-scale log-determinant optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q288409)