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"Certifiably optimal sparse inverse covariance estimation."

Dimitris Bertsimas, Jourdain B. Lamperski, Jean Pauphilet (2020)

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DOI: 10.1007/S10107-019-01419-7

access: closed

type: Journal Article

metadata version: 2023-08-28

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Dimitris Bertsimas, Jourdain B. Lamperski, Jean Pauphilet:
Certifiably optimal sparse inverse covariance estimation. Math. Program. 184(1): 491-530 (2020)

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