Li, Lu; Toh, Kim-Chuan An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection. (English) Zbl 1208.90131 Math. Program. Comput. 2, No. 3-4, 291-315 (2010). MSC: 90C22 90C51 90C06 90C25 65F10 PDFBibTeX XMLCite \textit{L. Li} and \textit{K.-C. Toh}, Math. Program. Comput. 2, No. 3--4, 291--315 (2010; Zbl 1208.90131) Full Text: DOI
Vandenberghe, Lieven; Boyd, Stephen Applications of semidefinite programming. (English) Zbl 0956.90031 Appl. Numer. Math. 29, No. 3, 283-299 (1999). MSC: 90C22 90C90 PDFBibTeX XMLCite \textit{L. Vandenberghe} and \textit{S. Boyd}, Appl. Numer. Math. 29, No. 3, 283--299 (1999; Zbl 0956.90031) Full Text: DOI