In this paper a unified treatment of algorithms is described for linear programming methods based on the central path. This path is a curve along which the cost decreases, and that stays always far ...

This article proposes a constrained ℓ₁ minimization method for estimating a sparse inverse covariance matrix based on a sample of n iid p-variate random variables. The resulting estimator is shown to ...

Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear Programming: regression, classification and other engineering applications. Integer Linear Programming: Basics, ...