Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization
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Publication:5010043
DOI10.1137/19M1306233zbMath1476.90207OpenAlexW3184529703MaRDI QIDQ5010043
Publication date: 24 August 2021
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/19m1306233
Applications of mathematical programming (90C90) Mixed integer programming (90C11) Quadratic programming (90C20)
Related Items (4)
\(2 \times 2\)-convexifications for convex quadratic optimization with indicator variables ⋮ Simultaneous feature selection and outlier detection with optimality guarantees ⋮ A graph-based decomposition method for convex quadratic optimization with indicators ⋮ Supermodularity and valid inequalities for quadratic optimization with indicators
Uses Software
Cites Work
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