17 search results - page 1 / 4 » Solving Log-Determinant Optimization Problems by a Newton-CG... |
SIAMJO
2010
12 years 11 months ago
2010
We propose a Newton-CG primal proximal point algorithm for solving large scale log-determinant optimization problems. Our algorithm employs the essential ideas of the proximal poi...
MOR
2002
13 years 4 months ago
2002
ngly better objective function value until an optimal solution is reached. From an abstract point of view, an augmentation problem is solved in each iteration. That is, given a fea...
NECO
2007
13 years 4 months ago
2007
Most literature on Support Vector Machines (SVMs) concentrate on the dual optimization problem. In this paper, we would like to point out that the primal problem can also be solve...
SIAMJO
2010
12 years 11 months ago
2010
We present a new family of proximal point methods for solving monotone variational inequalities. Our algorithm has a relative error tolerance criterion in solving the proximal subp...
SIAMJO
2010
12 years 11 months ago
2010
We consider a recently proposed optimization formulation of multi-task learning based on trace norm regularized least squares. While this problem may be formulated as a semidefini...