Greedy sparsity-constrained optimization.
Sohail BahmaniBhiksha RajPetros T. BoufounosPublished in: J. Mach. Learn. Res. (2013)
Keyphrases
- constrained optimization
- greedy algorithm
- objective function
- constrained optimization problems
- penalty function
- unconstrained optimization
- high dimensional
- constraint handling
- augmented lagrangian
- dynamic programming
- feature selection
- sparse representation
- iterative methods
- search algorithm
- orthogonal matching pursuit
- cost function
- search space
- lagrange multipliers
- inequality constraints
- penalty functions
- evolutionary algorithm
- evolutionary strategy
- multi class
- interval analysis