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, ...

Starting from a number of motivating and abundant applications in $\S2$, including control of robots, eigenvalue computations, mechanical stress of materials, and statistical design, the authors ...