This repository implements the Screen & Relax method solving the Elastic-Net problem. We introduced this method in the paper
This repository implements the Screen & Relax method solving the Elastic-Net problem. We introduced this method in the paper
> Théo Guyard, Cédric Herzet, Clément Elvira, *Screen & Relax: Accelerating the resolution of Elastic-net by safe identification of the solution support*
> Guyard, T., Herzet, C., & Elvira, C. (2022, May). Screen & relax: accelerating the resolution of Elastic-Net by safe identification of the solution support. In *ICASSP 2022-2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)* (pp. 5443-5447). IEEE.
available [here](https://arxiv.org/pdf/2110.07281.pdf). This paper contains theoretical and numerical results that can be reproduced with this toolbox. If you encounter a bug or something unexpected, please let me know by raising an issue on the project page or by contacting me by [mail](mailto:theo.guyard@insa-rennes.fr).
available [here](https://arxiv.org/pdf/2110.07281.pdf). This paper contains theoretical and numerical results that can be reproduced with this toolbox. If you encounter a bug or something unexpected, please let me know by raising an issue on the project page or by contacting me by [mail](mailto:theo.guyard@insa-rennes.fr).
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## ICASSP experiments
## ICASSP experiments
Experiments presented in the Screen & Relax paper submitted at [ICASSP 2022](https://2022.ieeeicassp.org) are located in the folder `screen-and-relax/exp/ICASSP/`. The two available experiments are
Experiments presented in the Screen & Relax paper submitted to[ICASSP 2022](https://2022.ieeeicassp.org) are located in the folder `screen-and-relax/exp/ICASSP/`. The two available experiments are
*`convergence.py` : convergence of the four compared methods on a single problem instance
*`convergence.py` : convergence of the four compared methods on a single problem instance
*`performance_profiles.py` : figure 1 of the "Screen & Relax" paper
*`performance_profiles.py` : figure 1 of the "Screen & Relax" paper
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@@ -75,11 +75,12 @@ This software is distributed under the [MIT Licence](https://mit-license.org).
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If you use this package for your own work, please consider citing it as :
If you use this package for your own work, please consider citing it as :
```bibtex
```bibtex
@article{guyard2021screen,
@inproceedings{guyard2022screen,
title={Screen \& Relax: Accelerating the resolution of Elastic-net by safe identification of the solution support},
title={Screen \& relax: accelerating the resolution of Elastic-Net by safe identification of the solution support},
author={Guyard, Th{\'e}o and Herzet, C{\'e}dric and Elvira, Cl{\'e}ment},
author={Guyard, Th{\'e}o and Herzet, C{\'e}dric and Elvira, Cl{\'e}ment},
journal={arXiv preprint arXiv:2110.07281},
booktitle={ICASSP 2022-2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)},