Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm
DOI10.1137/090772514zbMATH Open1211.90130OpenAlexW1986941254MaRDI QIDQ3083318FDOQ3083318
Authors: Defeng Sun, Kim-Chuan Toh, 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
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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)
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- 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
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- Discussion: Latent variable graphical model selection via convex optimization
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- 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
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- A proximal point algorithm for log-determinant optimization with group Lasso regularization
- 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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