A linear programming approach to sparse linear regression with quantized data
Optimization and Control
2019-03-22 v2
Abstract
The sparse linear regression problem is difficult to handle with usual sparse optimization models when both predictors and measurements are either quantized or represented in low-precision, due to non-convexity. In this paper, we provide a novel linear programming approach, which is effective to tackle this problem. In particular, we prove theoretical guarantees of robustness, and we present numerical results that show improved performance with respect to the state-of-the-art methods.
Cite
@article{arxiv.1903.07156,
title = {A linear programming approach to sparse linear regression with quantized data},
author = {Vito Cerone and Sophie M. Fosson and Diego Regruto},
journal= {arXiv preprint arXiv:1903.07156},
year = {2019}
}