The paper unifies the convex ingredients of ℓ0-penalized optimization into closed-form formulas and packages them in an open-source solver that outperforms existing exact solvers on several benchmarks.
Proceedings of the National Academy of Sciences 96(12), 6745–6750 (1999)
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A Generic Branch-and-Bound Algorithm for $\ell_0$-Penalized Problems with Supplementary Material
The paper unifies the convex ingredients of ℓ0-penalized optimization into closed-form formulas and packages them in an open-source solver that outperforms existing exact solvers on several benchmarks.