Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models

DOI10.3934/jimo.2020128zbMath1476.62151OpenAlexW3047195934MaRDI QIDQ2666733

Saman Babaie-Kafaki, Mahdi Roozbeh, Zohre Aminifard

Publication date: 23 November 2021

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2020128

zbMATH Keywords

regression analysisbreakdown pointmixed-integer programmingmulticollinearitymetaheuristic algorithm

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Mixed integer programming (90C11) Approximation methods and heuristics in mathematical programming (90C59)

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