An iterative hard-thresholding variant with a two-step projection offers global objective-value guarantees for sparse optimization with support-preserving convex constraints, including the first zeroth-order hard-thresholding bound without system error.
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Optimization over Sparse Support-Preserving Sets: Two-Step Projection with Global Optimality Guarantees
An iterative hard-thresholding variant with a two-step projection offers global objective-value guarantees for sparse optimization with support-preserving convex constraints, including the first zeroth-order hard-thresholding bound without system error.