Techniques for accelerating branch-and-bound algorithms dedicated to sparse optimization

Sparse regression at scale: branch-and-bound rooted in first-order optimization

(2021) Hussein Hazimeh et al.   MATHEMATICAL PROGRAMMING

Global optimization for sparse solution of least squares problems

(2021) Ramzi Ben Mhenni et al.   OPTIMIZATION METHODS & SOFTWARE

A Unified View of Exact Continuous Penalties for $\ell_2$-$\ell_0$ Minimization

(2017) Emmanuel Soubies et al.   SIAM JOURNAL ON OPTIMIZATION

Best subset selection via a modern optimization lens

(2016) Dimitris Bertsimas et al.   ANNALS OF STATISTICS

Exact Sparse Approximation Problems via Mixed-Integer Programming: Formulations and Computational Performance

(2016) Sebastien Bourguignon et al.   IEEE TRANSACTIONS ON SIGNAL PROCESSING

An algorithm for quadratic ℓ1-regularized optimization with a flexible active-set strategy

(2015) Stefan Solntsev et al.   OPTIMIZATION METHODS & SOFTWARE

Regularization Paths for Generalized Linear Models via Coordinate Descent

(2015) Jerome Friedman et al.   Journal of Statistical Software

Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems

(2012) X. T. Cui et al.   JOURNAL OF GLOBAL OPTIMIZATION

From Bernoulli–Gaussian Deconvolution to Sparse Signal Restoration

(2011) Charles Soussen et al.   IEEE TRANSACTIONS ON SIGNAL PROCESSING

Strong rules for discarding predictors in lasso-type problems

(2011) Robert Tibshirani et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

A First-Order Primal-Dual Algorithm for Convex Problems with Applications to Imaging

(2010) Antonin Chambolle et al.   JOURNAL OF MATHEMATICAL IMAGING AND VISION

Computational Methods for Sparse Solution of Linear Inverse Problems

(2010) Joel A Tropp et al.   PROCEEDINGS OF THE IEEE

Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

(2009) Martin J. Wainwright   IEEE TRANSACTIONS ON INFORMATION THEORY

Lagrangian relaxation procedure for cardinality-constrained portfolio optimization

(2008) Dong X. Shaw et al.   OPTIMIZATION METHODS & SOFTWARE