A Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation by Tony Cai and others (source code)

= A Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation by Tony Cai and others
{c}
{tag=Work by Tony Cai}
{tag=Work by Weidong Liu}
{tag=Work by Xi Luo}
{title2=2011}

By <Tony Cai>, <Weidong Liu>, <Xi Luo>.

https://arxiv.org/abs/1102.2233

PDF: https://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.