CHOMPACK
From MaRDI portal
Software:16764
swMATH4593MaRDI QIDQ16764FDOQ16764
Author name not available (Why is that?)
Cited In (14)
- $LDL^T$ Direction Interior Point Method for Semidefinite Programming
- Optimal estimation of \(\ell_1\)-regularization prior from a regularized empirical Bayesian risk standpoint
- Exploiting special structure in semidefinite programming: a survey of theory and applications
- On how to solve large-scale log-determinant optimization problems
- Model selection and estimation in the matrix normal graphical model
- An efficient algorithm for maximum entropy extension of block-circulant covariance matrices
- Inexact proximal Newton methods for self-concordant functions
- A joint convex penalty for inverse covariance matrix estimation
- Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones
- Bregman primal-dual first-order method and application to sparse semidefinite programming
- A block coordinate gradient descent method for regularized convex separable optimization and covariance selection
- COSMO: a conic operator splitting method for convex conic problems
- Least angle and \(\ell _{1}\) penalized regression: a review
- Logarithmic barriers for sparse matrix cones
This page was built for software: CHOMPACK
