Safe peeling for l0-regularized least-squares with supplementary material
We introduce a new methodology dubbed``safe peeling''to accelerate the resolution of L0-
regularized least-squares problems via a Branch-and-Bound (BnB) algorithm. Our
procedure enables to tighten the convex relaxation considered at each node of the BnB
decision tree and therefore potentially allows for more aggressive pruning. Numerical
simulations show that our proposed methodology leads to significant gains in terms of
number of nodes explored and overall solving time. s show that our proposed methodology …
regularized least-squares problems via a Branch-and-Bound (BnB) algorithm. Our
procedure enables to tighten the convex relaxation considered at each node of the BnB
decision tree and therefore potentially allows for more aggressive pruning. Numerical
simulations show that our proposed methodology leads to significant gains in terms of
number of nodes explored and overall solving time. s show that our proposed methodology …
We introduce a new methodology dubbed ``safe peeling'' to accelerate the resolution of L0-regularized least-squares problems via a Branch-and-Bound (BnB) algorithm. Our procedure enables to tighten the convex relaxation considered at each node of the BnB decision tree and therefore potentially allows for more aggressive pruning. Numerical simulations show that our proposed methodology leads to significant gains in terms of number of nodes explored and overall solving time.s show that our proposed methodology leads to significant gains in terms of number of nodes explored and overall solving time.
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