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Node-Screening Tests For The L0-Penalized ...
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Document type :
Autre communication scientifique (congrès sans actes - poster - séminaire...): Communication dans un congrès avec actes
DOI :
10.1109/ICASSP43922.2022.9747563
Title :
Node-Screening Tests For The L0-Penalized Least-Squares Problem
Author(s) :
Guyard, Theo [Auteur]
Institut de Recherche Mathématique de Rennes [IRMAR]
SIMulation pARTiculaire de Modèles Stochastiques [SIMSMART]
Inria Rennes – Bretagne Atlantique
Institut National des Sciences Appliquées - Rennes [INSA Rennes]
Herzet, Cédric [Auteur]
SIMulation pARTiculaire de Modèles Stochastiques [SIMSMART]
Elvira, Clément [Auteur]
Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 [CRIStAL]
Conference title :
ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
City :
Singapore
Country :
Singapour
Start date of the conference :
2022-05-23
Publisher :
IEEE
HAL domain(s) :
Mathématiques [math]/Optimisation et contrôle [math.OC]
Mathématiques [math]/Combinatoire [math.CO]
Informatique [cs]/Traitement du signal et de l'image [eess.SP]
English abstract : [en]
We present a novel screening methodology to safely discard irrelevant nodes within a generic branch-and-bound (BnB) algorithm solving the `0-penalized least-squares problem. Our contribution is a set of two simple tests ...
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We present a novel screening methodology to safely discard irrelevant nodes within a generic branch-and-bound (BnB) algorithm solving the `0-penalized least-squares problem. Our contribution is a set of two simple tests to detect sets of feasible vectors that cannot yield optimal solutions. This allows to prune nodes of the BnB search tree, thus reducing the overall optimization time. One cornerstone of our contribution is a nesting property between tests at different nodes that allowsto implement them with a low computational cost. Our work leverages the concept of safe screening, well known for sparsity-inducing convex problems, and some recent advances in this field for `0-penalized regression problems.Show less >
Language :
Anglais
Peer reviewed article :
Oui
Audience :
Internationale
Popular science :
Non
Collections :
  • Centre de Recherche en Informatique, Signal et Automatique de Lille (CRIStAL) - UMR 9189
Source :
Harvested from HAL
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