Wang, Chengjing; Sun, Defeng; Toh, Kim-Chuan Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm. (English) Zbl 1211.90130 SIAM J. Optim. 20, No. 6, 2994-3013 (2010). Cited in 25 Documents MSC: 90C06 Large-scale problems in mathematical programming 90C22 Semidefinite programming 90C25 Convex programming 65F10 Iterative numerical methods for linear systems Keywords:log-determinant optimization problem; sparse inverse covariance selection; proximal point algorithm; Newton’s method Software:SDPT3 PDF BibTeX XML Cite \textit{C. Wang} et al., SIAM J. Optim. 20, No. 6, 2994--3013 (2010; Zbl 1211.90130) Full Text: DOI