A Proximal Point Dual Newton Algorithm for Solving Group Graphical Lasso Problems.
Yangjing ZhangNing ZhangDefeng SunKim-Chuan TohPublished in: SIAM J. Optim. (2020)
Keyphrases
- combinatorial optimization
- search space
- dynamic programming
- primal dual
- optimal solution
- computational complexity
- least squares
- convergence analysis
- genetic algorithm
- global optimum
- optimization method
- optimization algorithm
- parameter estimation
- linear programming
- probabilistic model
- k means
- objective function
- feature selection