A Multilevel Framework for Sparse Optimization with Application to Inverse Covariance Estimation and Logistic Regression
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Publication:2830631
DOI10.1137/15M102469XzbMath1348.90466arXiv1607.00315OpenAlexW2962700593MaRDI QIDQ2830631
Javier S. Turek, Eran Treister, Irad Yavneh
Publication date: 28 October 2016
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.00315
multilevel methodsblock coordinate descentsparse optimizationcovariance selectionproximal Newtonsparse inverse covariance estimation\(l_1\) regularized logistic regression
Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06)
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