Nov 20, 2010 · In this paper, we consider a customized inexact primal–dual path-following interior-point algorithm for solving large scale log-det SDP problems ...
Abstract. Sparse covariance selection problems can be formulated as log-determinant. (log-det) semidefinite programming (SDP) problems with large numbers of ...
This paper considers a customized inexact primal–dual path-following interior-point algorithm for solving large scale log-det SDP problems arising from ...
Feb 20, 2010 · In this paper, we consider a customized inexact primal-dual path-following interior-point algorithm for solving large scale log-det SDP problems ...
Title: An inexact interior point method for L1-regularized sparse covariance selection. Authors: Li, L. Toh, K.-C. Keywords: Inexact interior point method
Nov 20, 2010 · Abstract Sparse covariance selection problems can be formulated as log- determinant (log-det) semidefinite programming (SDP) problems with ...
2017. An inexact interior point method for L 1-regularized sparse covariance selection ... A coordinate gradient descent method for ℓ 1-regularized convex ...
People also ask
What is a sparse inverse covariance matrix?
What is the interior point method for linear optimization?
2017. An inexact interior point method for L 1-regularized sparse covariance selection ... A coordinate gradient descent method for ℓ 1-regularized convex ...
Abstract. Logistic regression with l1 regularization has been proposed as a promising method for feature selection in classification problems.
Jun 1, 2016 · Li, L., Toh, K.C.: An inexact interior point method for L1-regularized sparse covariance selection. Math. Program. Comput. 2(3), 291---315 ...