4 papers · 1 filter
Linear Decision Tree Policies for Integer Linear Programs
Théo Guyard, Cleber Oliveira, Maximilian Schiffer +2
We study optimal decision policies, represented as linear decision trees, for integer linear programs with a fixed feasible set and varying cost vectors. Once synthesized for a giv…
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…
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…
Screen & Relax: Accelerating the resolution of Elastic-net by safe identification of the solution support
Théo Guyard, Cédric Herzet, Clément Elvira
In this paper, we propose a procedure to accelerate the resolution of the well-known "Elastic-Net" problem. Our procedure is based on the (partial) identification of the solution s…