Jérôme Bolte, Edouard Pauwels, Majorization-Minimization Procedures and Convergence of SQP Methods for Semi-Algebraic and Tame Programs, Mathematics of Operations Research, Vol. 41, No. 2 (May 2016), ...

This article proposes a constrained ℓ₁ minimization method for estimating a sparse inverse covariance matrix based on a sample of n iid p-variate random variables. The resulting estimator is shown to ...

Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear Programming: regression, classification and other engineering applications. Integer Linear Programming: Basics, ...