Controlled Sparsity via Constrained Optimization or: How I Learned to Stop Tuning Penalties and Love Constraints.
Jose Gallego-PosadaJuan RamirezAkram ErraqabiYoshua BengioSimon Lacoste-JulienPublished in: CoRR (2022)
Keyphrases
- constrained optimization
- constraint handling
- penalty function
- constrained optimization problems
- objective function
- unconstrained optimization
- inequality constraints
- augmented lagrangian
- lagrange multipliers
- sparse representation
- closed form solutions
- interval analysis
- iterative methods
- stationary points
- penalty functions
- lagrange multiplier method