Sparse regression at scale: branch-and-bound rooted in first-order optimization
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Publication:2097642
DOI10.1007/s10107-021-01712-4zbMath1506.90168arXiv2004.06152OpenAlexW3205533488MaRDI QIDQ2097642
Rahul Mazumder, Hussein Hazimeh, Ali Saab
Publication date: 14 November 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.06152
branch and boundmixed integer programmingsparsity\(\ell_0\) regularizationfirst-order methodslarge scale computation
Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Quadratic programming (90C20)
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Uses Software
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