References & Citations
Mathematics > Optimization and Control
Title: A new dual spectral projected gradient method for log-determinant semidefinite programming with hidden clustering structures
(Submitted on 27 Mar 2024 (v1), last revised 24 Apr 2024 (this version, v2))
Abstract: 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) method proposed by Nakagaki et al.~(2020). We establish the global convergence of the proposed method to an optimal solution, and we show that the projection onto the feasible region can be solved with a low computational complexity by the use of the pool-adjacent-violators algorithm. Numerical experiments on synthesis data and real data demonstrate the efficiency of the proposed method. The proposed method takes 0.91 seconds to achieve a similar solution to the direct application of the DSPG method which takes 4361 seconds.
Submission history
From: Charles Namchaisiri [view email][v1] Wed, 27 Mar 2024 06:21:31 GMT (91kb,D)
[v2] Wed, 24 Apr 2024 00:07:27 GMT (91kb,D)
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