Two-Sided Weak Submodularity for Matroid Constrained Optimization and Regression.
Theophile ThieryJustin WardPublished in: CoRR (2021)
Keyphrases
- constrained optimization
- submodular functions
- objective function
- greedy algorithm
- constraint handling
- semi parametric
- constrained optimization problems
- unconstrained optimization
- penalty function
- regression model
- augmented lagrangian
- lagrange multipliers
- linear regression
- facility location problem
- neural network
- regression problems
- gaussian processes
- regression function
- combinatorial optimization
- penalty functions
- model selection
- iterative methods
- inequality constraints
- interval analysis