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Preprints, Working Papers, ... Year : 2023

Safe Peeling for L0-Regularized Least-Squares with supplementary material

Abstract

We introduce a new methodology dubbed ``safe peeling'' to accelerate the resolution of L0-regularized least-squares problems via a Branch-and-Bound (BnB) algorithm. Our procedure enables to tighten the convex relaxation considered at each node of the BnB decision tree and therefore potentially allows for more aggressive pruning. Numerical simulations show that our proposed methodology leads to significant gains in terms of number of nodes explored and overall solving time.s show that our proposed methodology leads to significant gains in terms of number of nodes explored and overall solving time.

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hal-04118979 , version 1 (06-06-2023)

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Théo Guyard, Gilles Monnoyer, Cédric Herzet, Clément Elvira. Safe Peeling for L0-Regularized Least-Squares with supplementary material. 2023. ⟨hal-04118979⟩
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