\texttt{skscope}: fast sparsity-constrained optimization in Python

MaRDI QIDQ6638539zbMATH OpenFDO

Authors Zezhi Wang, Junxian Zhu, Xue-Qin Wang, Jin Zhu, Huiyang Pen, Peng Chen, Anran Wang, Xiaoke Zhang

Publication date 14 November 2024

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

automatic differentiationhigh-dimensional datanonlinear optimizationsparsity-constrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Learning and adaptive systems in artificial intelligence (68T05) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04) Nonlinear programming (90C30)

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Cites work

• A polynomial algorithm for best-subset selection problem
• A tight bound of hard thresholding
• Automatic differentiation: techniques and applications
• CVXPY: a Python-embedded modeling language for convex optimization
• Dual iterative hard thresholding
• Global and quadratic convergence of Newton hard-thresholding pursuit
• Greedy sparsity-constrained optimization
• Hard thresholding pursuit: an algorithm for compressive sensing
• High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso
• scientific article; zbMATH DE number 6982909 (Why is no real title available?)
• Orthogonal Matching Pursuit for Sparse Signal Recovery With Noise
• Robust Variable Selection With Exponential Squared Loss
• Sparsity constrained nonlinear optimization: optimality conditions and algorithms
• ℓ₀ Trend Filtering

Cited in

(1)

• Simplex constrained sparse optimization via tail screening

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