Sparse regression at scale: branch-and-bound rooted in first-order optimization

Author(s)
Hazimeh, Hussein; Mazumder, Rahul; Saab, Ali
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Creative Commons Attribution-Noncommercial-Share Alike http://creativecommons.org/licenses/by-nc-sa/4.0/
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Date issued
2021
URI
https://hdl.handle.net/1721.1/144218
Department
Massachusetts Institute of Technology. Operations Research Center; Sloan School of Management; Statistics and Data Science Center (Massachusetts Institute of Technology)
Journal
Mathematical Programming
Publisher
Springer Science and Business Media LLC
Citation
Hazimeh, Hussein, Mazumder, Rahul and Saab, Ali. 2021. "Sparse regression at scale: branch-and-bound rooted in first-order optimization." Mathematical Programming.
Version: Original manuscript
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