We introduce a new methodology dubbed ``safe peeling'' to accelerate the resolution of L0-regularized least-squares problems via a Branch-and-Bound (BnB) algorithm. Our procedure enables to tighten the convex relaxation considered at each node of the BnB decision tree and therefore potentially allows for more aggressive pruning. Numerical simulations show that our proposed methodology leads to significant gains in terms of number of nodes explored and overall solving time.s show that our proposed methodology leads to significant gains in terms of number of nodes explored and overall solving time.

翻译：我们提出了一种称为“安全剥离”的新方法，用于通过分支定界（BnB）算法加速求解L0正则化最小二乘问题。该过程能够收紧BnB决策树每个节点处考虑的凸松弛，从而可能实现更激进的剪枝。数值模拟表明，所提出的方法在探索节点数量和整体求解时间方面均带来了显著改进。