A block coordinate gradient descent method for regularized convex separable optimization and covariance selection
type: Item
instance of: scholarly article
title: A block coordinate gradient descent method for regularized convex separable optimization and covariance selection
zbMATH Open document ID: 1228.90052
author: Sangwoon Yun
author: Paul Tseng
author: Kim-Chuan Toh
published in: Mathematical Programming. Series A. Series B
publication date: 2011-11-07T00:00:00Z
Mathematics Subject Classification ID: 90C06
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C55
Mathematics Subject Classification ID: 49M27
Mathematics Subject Classification ID: 49M37
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 5968803
zbMATH Keywords: block coordinate gradient descent
zbMATH Keywords: complexity
zbMATH Keywords: convex optimization
zbMATH Keywords: covariance selection
zbMATH Keywords: global convergence
zbMATH Keywords: linear rate convergence
zbMATH Keywords: \(\ell _{1}\)-penalization
zbMATH Keywords: maximum likelihood estimation
describes a project that uses: glasso
describes a project that uses: CHOMPACK
MaRDI profile type: Publication
full work available at URL: s10107-011-0471-1
OpenAlex ID: W2057516887
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DOI: 10.1007/S10107-011-0471-1
description: scientific article; zbMATH DE number 5968803