 A Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation by Tony Cai and others

By Tony Cai, Weidong Liu, Xi Luo.

PDF: arxiv.org/pdf/1102.2233

Section 2 defines entrywise objective, max-entry constraint, symmetric selection and column linear programs. Positive definiteness is a theorem under assumptions, not a program constraint.