An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
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Publication:621755
DOI10.1007/s12532-010-0020-6zbMath1208.90131OpenAlexW2053186586MaRDI QIDQ621755
Publication date: 28 January 2011
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12532-010-0020-6
Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Interior-point methods (90C51) Iterative numerical methods for linear systems (65F10)
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