Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm
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Publication:3083318
DOI10.1137/090772514zbMath1211.90130OpenAlexW1986941254MaRDI QIDQ3083318
Kim-Chuan Toh, Defeng Sun, Cheng-Jing Wang
Publication date: 21 March 2011
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/1a1e935ddc19d909e25f2202db472381481d7ec5
Newton's methodproximal point algorithmlog-determinant optimization problemsparse inverse covariance selection
Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Iterative numerical methods for linear systems (65F10)
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