A Proximal Point Dual Newton Algorithm for Solving Group Graphical Lasso Problems
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Publication:5116554
DOI10.1137/19M1267830zbMath1448.90096arXiv1906.04647OpenAlexW3048513222MaRDI QIDQ5116554
Kim-Chuan Toh, Yangjing Zhang, Defeng Sun, Ning Zhang
Publication date: 18 August 2020
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.04647
Programming involving graphs or networks (90C35) Analysis of variance and covariance (ANOVA) (62J10)
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Sparse precision matrix estimation with missing observations, An Efficient Linearly Convergent Regularized Proximal Point Algorithm for Fused Multiple Graphical Lasso Problems, Efficient Sparse Hessian-Based Semismooth Newton Algorithms for Dantzig Selector
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