Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm

Keyphrases

• Applied Mathematics 33%
• Equality Constraints 33%
• Existing State 33%
• Gaussian Graphical Model 33%
• Industrial Mathematics 33%
• Log-determinant 33%
• Log-determinant Optimization 100%
• Maximum Likelihood 33%
• Newton Techniques 33%
• Newton's Method 66%
• Newton-CG 100%
• Optimization Problem 100%
• Proximal Point Algorithm 100%
• Sparse Estimation 33%

Mathematics

• Applied Mathematics 50%
• Equality Constraint 50%
• Gaussian Distribution 50%
• Graphical Model 50%
• Industrial Mathematics 50%
• Maximum Likelihood 50%
• Newton's Method 100%
• Subproblem 50%

Computer Science

• Equality Constraint 50%
• Graphical Model 50%
• maximum-likelihood 50%
• Newton's Method 100%
• Optimization Problem 100%
• Quality Solution 50%