Ideal formulations for constrained convex optimization problems with indicator variables

Motivated by modern regression applications, in this paper, we study the convexification of a class of convex optimization problems with indicator variables and combinatorial constraints on the indicators. Unlike most of the previous work on convexification of sparse regression problems, we simultan...

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Vydáno v:	Mathematical programming Ročník 192; číslo 1-2; s. 57 - 88
Hlavní autoři:	Wei, Linchuan, Gómez, Andrés, Küçükyavuz, Simge
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Berlin/Heidelberg Springer Berlin Heidelberg 01.03.2022 Springer Springer Nature B.V
Témata:	Calculus of Variations and Optimal Control; Optimization Collinearity Combinatorial analysis Combinatorics Computational geometry Constraints Convex analysis Convexity Full Length Paper Mathematical and Computational Physics Mathematical Methods in Physics Mathematics Mathematics and Statistics Mathematics of Computing Numerical Analysis Optimization Regression Theoretical Perspective formulation Combinatorial constraints Convexification Indicator variables
ISSN:	0025-5610, 1436-4646
On-line přístup:	Získat plný text
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