Smooth Optimization Approach for Sparse Covariance Selection
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Publication:3648531
DOI10.1137/070695915zbMath1179.90257arXiv0904.0687OpenAlexW2055400003MaRDI QIDQ3648531
Publication date: 27 November 2009
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0904.0687
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Minimax problems in mathematical programming (90C47) Analysis of variance and covariance (ANOVA) (62J10)
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