Cardinality-constrained structured data-fitting problems
Optimization and Control
2022-07-21 v2
Abstract
A memory-efficient framework is described for the cardinality-constrained structured data-fitting problem. Dual-based atom-identification rules are proposed that reveal the structure of the optimal primal solution from near-optimal dual solutions. These rules allow for a simple and computationally cheap algorithm for translating any feasible dual solution to a primal solution that satisfies the cardinality constraint. Rigorous guarantees are provided for obtaining a near-optimal primal solution given any dual-based method that generates dual iterates converging to an optimal dual solution. Numerical experiments on real-world datasets support confirm the analysis and demonstrate the efficiency of the proposed approach.
Cite
@article{arxiv.2107.11373,
title = {Cardinality-constrained structured data-fitting problems},
author = {Zhenan Fan and Huang Fang and Michael P. Friedlander},
journal= {arXiv preprint arXiv:2107.11373},
year = {2022}
}