Ideal formulations for constrained convex optimization problems with indicator variables
Ideal formulations for constrained convex optimization problems with indicator variables
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Berlin/Heidelberg: Springer Berlin Heidelberg
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Language
English
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Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
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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 simultaneously consider the nonlinear non-separable object...
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Full title
Ideal formulations for constrained convex optimization problems with indicator variables
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TN_cdi_proquest_journals_2637646815
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2637646815
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ISSN
0025-5610
E-ISSN
1436-4646
DOI
10.1007/s10107-021-01734-y
