Skip to content

Wenhan Jia, Chengjing Wang, Peipei Tang, Aimin Xu, Jiajia Wang, A dual alternating direction method of multipliers for Toeplitz-constrained log-determinant optimization problems

Full Text: PDF
DOI: 10.23952/jano.8.2026.2.03
Volume 8, Issue 2, 1 August 2026, Pages 201-213

 

Abstract. In this paper, we study the log-determinant (log-det) optimization problem with a Toeplitz structure constraint, which has significant applications in sparse inverse covariance estimation. We propose a dual alternating direction method of multipliers (dADMM) to solve its dual formulation. Furthermore, we establish that the dADMM achieves global convergence under mild conditions. Numerical results demonstrate the efficacy and stability of the proposed algorithm.

 

How to Cite this Article:
W. Jia, C. Wang, P. Tang, A. Xu, J. Wang, A dual alternating direction method of multipliers for Toeplitz-constrained log-determinant optimization problems, J. Appl. Numer. Optim. 8 (2026), 201-213.