2 papers
math.OC2024
Dual Spectral Projected Gradient Method for Generalized Log-det Semidefinite Programming
Charles Namchaisiri, Makoto Yamashita
Log-det semidefinite programming (SDP) problems are optimization problems that often arise from Gaussian graphic models. A log-det SDP problem with an l1-norm term has been examine…
math.OC2024
A new dual spectral projected gradient method for log-determinant semidefinite programming with hidden clustering structures
Charles Namchaisiri, Tianxiang Liu, Makoto Yamashita
In this paper, we propose a new efficient method for a sparse Gaussian graphical model with hidden clustering structures by extending a dual spectral projected gradient (DSPG) meth…