Screen & Relax: Accelerating The Resolution Of Elastic-Net By Safe Identification of The Solution Support

Theo Guyard (1, 2, 3, 4) , Cedric Herzet (2, 3, 4) , Clement Elvira (5, 6)

1 INSA Rennes - Institut National des Sciences Appliquées - Rennes
2 Inria Rennes – Bretagne Atlantique
3 SIMSMART - SIMulation pARTiculaire de Modèles Stochastiques
4 IRMAR - Institut de Recherche Mathématique de Rennes
5 CentraleSupélec [campus de Rennes]
6 IETR - Institut d'Électronique et des Technologies du numéRique

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Domains: Mathematics [math]; Optimization and Control [math.OC]; Mathematics [math]; Combinatorics [math.CO]; Computer Science [cs]; Signal and Image Processing

Theo Guyard, Cedric Herzet, Clement Elvira. Screen & Relax: Accelerating The Resolution Of Elastic-Net By Safe Identification of The Solution Support. ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), May 2022, Singapore, Singapore. pp.5443-5447, ⟨10.1109/ICASSP43922.2022.9747412⟩. ⟨hal-03688032⟩