A Proximal Point Dual Newton Algorithm for Solving Group Graphical Lasso Problems

Yangjing Zhang, Ning Zhang, Defeng Sun, Kim-Chuan Toh. A Proximal Point Dual Newton Algorithm for Solving Group Graphical Lasso Problems. SIAM Journal on Optimization, 30(3):2197-2220, 2020. [doi]

Abstract

Abstract is missing.