Jakob Olbrich

We don’t have enough information about this author to calculate their statistics. If you think this is an error let us know.
Learn More
We propose a new framework for deriving screening rules for convex optimization problems. Our approach covers a large class of constrained and penalized optimization formulations, and works in two steps. First, given any approximate point, the structure of the objective function and the duality gap is used to gather information on the optimal solution. In(More)
  • 1