2020
Primal-Dual Stochastic Subgradient Method For Log-Determinant Optimization
ICASSP 2020accepted
The log-determinant optimization problem with general matrix constraints arises in many applications. The log-determinant term hampers the scalability of existing methods. This paper proposes a highly efficient stochastic method that has time complexity O(N <sup xmlns:mml="http://www.w3.org/1998/Mat…