sparsity constrained problems

Probabilistic Iterative Hard Thresholding for Sparse Learning

  • Matteo Bergamaschi
  • Andrea Cristofari
  • Vyacheslav Kungurtsev
  • Francesco Rinaldi
    • Categories Nonlinear Optimization, Stochastic Programming Tags , ,

    For statistical modeling wherein the data regime is unfavorable in terms of dimensionality relative to the sample size, finding hidden sparsity in the ground truth can be critical in formulating an accurate statistical model. The so-called “l0 norm”, which counts the number of non-zero components in a vector, is a strong reliable mechanism of enforcing … Read more

    A Unifying Framework for Sparsity Constrained Optimization

  • Matteo Lapucci
  • Tommaso Levato
  • Francesco Rinaldi
  • Marco Sciandrone
    • Categories Constrained Nonlinear Optimization, Global Optimization Theory, Statistics Tags , , , , ,

    In this paper, we consider the optimization problem of minimizing a continuously differentiable function subject to both convex constraints and sparsity constraints. By exploiting a mixed-integer reformulation from the literature, we define a necessary optimality condition based on a tailored neighborhood that allows to take into account potential changes of the support set. We then … Read more