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math.OC2025
A Generic Branch-and-Bound Algorithm for -Penalized Problems with Supplementary Material
Clément Elvira, Théo Guyard, Cédric Herzet
We present a generic Branch-and-Bound procedure designed to solve L0-penalized optimization problems. Existing approaches primarily focus on quadratic losses and construct relaxati…
math.OC2024
One to beat them all: "RYU" -- a unifying framework for the construction of safe balls
Thu-Le Tran, Clément Elvira, Hong-Phuong Dang +1
In this paper, we present a new framework, called "RYU" for constructing "safe" regions -- specifically, bounded sets that are guaranteed to contain the dual solution of a target o…
math.OC2024
A New Branch-and-Bound Pruning Framework for -Regularized Problems
Theo Guyard, Cédric Herzet, Clément Elvira +1
We consider the resolution of learning problems involving -regularization via Branch-and-Bound (BnB) algorithms. These methods explore regions of the feasible space of the…