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SIAMJO
2010
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13 years 6 months ago
Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm
We propose a Newton-CG primal proximal point algorithm for solving large scale log-determinant optimization problems. Our algorithm employs the essential ideas of the proximal poi...
Chengjing Wang, Defeng Sun, Kim-Chuan Toh
ICASSP
2009
IEEE
14 years 3 months ago
Geometrical interpretation and improvements of the Blahut-Arimoto's algorithm
The paper first recalls the Blahut Arimoto algorithm for computing the capacity of arbitrary discrete memoryless channels, as an example of an iterative algorithm working with pro...
Ziad Naja, Florence Alberge, Pierre Duhamel