2 papers
math.OC2025
An Algorithm to Solve Cardinality Constrained Quadratic Optimization Problem with an Application to the Best Subset Selection in Regression
Vikram Singh, Min Sun
A lot of problems, from fields like sparse signal processing, statistics, portfolio selection, and machine learning, can be formulated as a cardinality constraint optimization prob…
stat.ML2025
Solving the Best Subset Selection Problem via Suboptimal Algorithms
Vikram Singh, Min Sun
Best subset selection in linear regression is well known to be nonconvex and computationally challenging to solve, as the number of possible subsets grows rapidly with increasing d…