Smooth Optimization Approach for Sparse Covariance Selection
نویسندگان
چکیده
منابع مشابه
Smooth Optimization Approach for Sparse Covariance Selection
In this paper we first study a smooth optimization approach for solving a class of non-smooth strictly concave maximization problems whose objective functions admit smooth convex minimization reformulations. In particular, we apply Nesterov’s smooth optimization technique [19, 21] to their dual counterparts that are smooth convex problems. It is shown that the resulting approach has O(1/√ǫ) ite...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2009
ISSN: 1052-6234,1095-7189
DOI: 10.1137/070695915