@article{JMLR:v19:17-194,
  author  = {Jian Huang and Yuling Jiao and Yanyan Liu and Xiliang Lu},
  title   = {A Constructive Approach to $L_0$ Penalized Regression},
  journal = {Journal of Machine Learning Research},
  year    = {2018},
  volume  = {19},
  number  = {10},
  pages   = {1--37},
  url     = {http://jmlr.org/papers/v19/17-194.html}
}