Showing 2021Show all
2 papers · 1 filter
eess.SP2021
Node-screening tests for L0-penalized least-squares problem with supplementary material
Théo Guyard, Cédric Herzet, Clément Elvira
We present a novel screening methodology to safely discard irrelevant nodes within a generic branch-and-bound (BnB) algorithm solving the l0-penalized least-squares problem. Our co…
math.OC2021
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…