Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm
DOI10.1137/090772514zbMATH Open1211.90130OpenAlexW1986941254MaRDI QIDQ3083318FDOQ3083318
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
Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Semidefinite programming (90C22) Iterative numerical methods for linear systems (65F10)
Cited In (30)
- A dual spectral projected gradient method for log-determinant semidefinite problems
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
- Discussion: Latent variable graphical model selection via convex optimization
- Rejoinder: Latent variable graphical model selection via convex optimization
- Discussion: Latent variable graphical model selection via convex optimization
- On the Solution of ℓ0-Constrained Sparse Inverse Covariance Estimation Problems
- On how to solve large-scale log-determinant optimization problems
- Fused Multiple Graphical Lasso
- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation
- Discussion: Latent variable graphical model selection via convex optimization
- Discussion: Latent variable graphical model selection via convex optimization
- Graphical Model Selection for Gaussian Conditional Random Fields in the Presence of Latent Variables
- Proximal Gradient Method for Nonsmooth Optimization over the Stiefel Manifold
- An Efficient Linearly Convergent Regularized Proximal Point Algorithm for Fused Multiple Graphical Lasso Problems
- A Proximal Point Dual Newton Algorithm for Solving Group Graphical Lasso Problems
- Sparse precision matrix estimation with missing observations
- A semismooth Newton-CG based dual PPA for matrix spectral norm approximation problems
- Alternating direction method for covariance selection models
- Alternating proximal gradient method for convex minimization
- Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks
- Learning graph Laplacian with MCP
- Discussion: Latent variable graphical model selection via convex optimization
- Discussion: Latent variable graphical model selection via convex optimization
- An inexact accelerated proximal gradient method and a dual Newton-CG method for the maximal entropy problem
- A block coordinate gradient descent method for regularized convex separable optimization and covariance selection
- Latent variable graphical model selection via convex optimization
- Nonsmooth optimization over the Stiefel manifold and beyond: proximal gradient method and recent variants
- Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
- Reconstruction of sparse-view tomography via preconditioned Radon sensing matrix
- A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming
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