Cited in
(17)- A block coordinate gradient descent method for regularized convex separable optimization and covariance selection
- COSMO: a conic operator splitting method for convex conic problems
- Model selection and estimation in the matrix normal graphical model
- Exploiting special structure in semidefinite programming: a survey of theory and applications
- On how to solve large-scale log-determinant optimization problems
- An efficient algorithm for maximum entropy extension of block-circulant covariance matrices
- Logarithmic barriers for sparse matrix cones
- Inexact proximal Newton methods for self-concordant functions
- QSDP
- SMCP
- colcor
- Optimal estimation of \(\ell_1\)-regularization prior from a regularized empirical Bayesian risk standpoint
- Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones
- \(LDL^T\) direction interior point method for semidefinite programming
- Bregman primal-dual first-order method and application to sparse semidefinite programming
- Least angle and \(\ell _{1}\) penalized regression: a review
- A joint convex penalty for inverse covariance matrix estimation
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