no code implementations • 4 Apr 2017 • Haotian Pang, Robert Vanderbei, Han Liu, Tuo Zhao
High dimensional sparse learning has imposed a great computational challenge to large scale data analysis.
no code implementations • 16 Dec 2013 • Robert Vanderbei, Han Liu, Lie Wang, Kevin Lin
For the first approach, we note that the zero vector can be taken as the initial basic (infeasible) solution for the linear programming problem and therefore, if the true signal is very sparse, some variants of the simplex method can be expected to take only a small number of pivots to arrive at a solution.