Cardinality-constrained structured data-fitting problems
Z. Fan, H. Fang, M. P. Friedlander. Open Journal of Mathematical Optimization,
2023.
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A memory-efficient solution framework is proposed for the cardinality-constrained structured data-fitting problem. Dual-based atom-identification rules reveal the structure of the optimal primal solution from near-optimal dual solutions, which allows for a simple and computationally efficient algorithm that translates any feasible dual solution into a primal solution satisfying the cardinality constraint. Rigorous guarantees bound the quality of 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 the analysis and demonstrate the efficiency of the proposed approach.
@misc{Fan2023Cardinality,
Author = {Z. Fan and H. Fang and M. P. Friedlander},
Year = {2023},
Month = {July},
Doi = {10.48550/arxiv.2107.11373},
Title = {Cardinality-constrained structured data-fitting problems}
}