SCOPE is a parameter-free splicing-based algorithm for sparsity-constrained optimization of strongly convex smooth objectives that achieves linear convergence and exact support recovery without relying on RIP-type conditions.
Journal of Machine Learning Research 10(32):883--906
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Sparsity-Constraint Optimization via Splicing Iteration
SCOPE is a parameter-free splicing-based algorithm for sparsity-constrained optimization of strongly convex smooth objectives that achieves linear convergence and exact support recovery without relying on RIP-type conditions.