Mixed integer second-order cone programming formulations for variable selection in linear regression
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Publication:320071
DOI10.1016/j.ejor.2015.06.081zbMath1346.90616OpenAlexW1064564656MaRDI QIDQ320071
Ryuhei Miyashiro, Yuichi Takano
Publication date: 6 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.06.081
integer programmingvariable selectioninformation criterionmultiple linear regressionsecond-order cone programming
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