The fastclime package for linear programming and large-scale precision matrix estimation in R.
Haotian PangHan LiuRobert J. VanderbeiPublished in: J. Mach. Learn. Res. (2014)
Keyphrases
- linear programming
- linear program
- small scale
- precision and recall
- real world
- quadratic programming
- real life
- dynamic programming
- positive definite
- np hard
- singular value decomposition
- accurate estimation
- integer programming
- semidefinite programming
- estimation accuracy
- robust estimation
- estimation algorithm
- constraint propagation
- objective function
- image sequences