bound form
Opened this issue · 3 comments
jonathan-taylor commented
Wondering how hard it would be to get a version with bound on l_0 instead of Lagrange form
rahulmaz commented
Hi, Jonathan! This will need changing the convex solver at every node. We use CD, which will not work anymore. I think this can be done but will need some work especially since we need dual bounds for BnB termination.
jonathan-taylor commented
Hi Rahul,
What is the convex sub problem you solve? Would proximal gradient / FISTA be fast enough?
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…________________________________
From: Rahul Mazumder ***@***.***>
Sent: Tuesday, October 12, 2021 9:20:51 AM
To: alisaab/l0bnb ***@***.***>
Cc: Jonathan Taylor ***@***.***>; Author ***@***.***>
Subject: Re: [alisaab/l0bnb] bound form (#1)
Hi, Jonathan! This will need changing the convex solver at every node. We use CD, which will not work anymore. I think this can be done but will need some work especially since we need dual bounds for BnB termination.
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rahulmaz commented
Replying to you by email.