Smooth optimization approach for sparse covariance selection

SIAM Journal on Optimization

Volumn 19, Issue 4, 2008, Pages 1807-1827

  Lu, Zhaosong ^a  

^a SIMON FRASER UNIVERSITY   (Canada)

Author keywords

Nonsmooth strictly concave maximization; Smooth minimization; Sparse covariance selection

Indexed keywords

COMPUTATIONAL EXPERIMENT; CONVEX MINIMIZATION; CONVEX PROBLEMS; DESCENT METHOD; FIRST-ORDER; MATRIX; MAXIMIZATION PROBLEM; NON-SMOOTH; OBJECTIVE FUNCTIONS; OPTIMAL SOLUTIONS; OPTIMIZATION APPROACH; OPTIMIZATION TECHNIQUES; PENALIZED MAXIMUM-LIKELIHOOD ESTIMATION; PRIMAL AND DUAL PROBLEMS; SMOOTH APPROXIMATION;

CELLULAR RADIO SYSTEMS; MAXIMUM LIKELIHOOD ESTIMATION;

OPTIMIZATION;

EID: 70450200096     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/070695915     Document Type: Article

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