Efficient Dual Spectral Projected Gradient Method for Generalized Log-Determinant Semidefinite Programming
The authors propose an efficient dual spectral projected gradient (DSPG) method for solving a generalized log-determinant semidefinite programming (SDP) problem, which covers a wide range of structures in Gaussian graphical models. The method extends the previous DSPG approach to handle the generalized problem structure and provides convergence guarantees.