Mixed integer second-order cone programming formulations for variable selection in linear regression

DOI10.1016/j.ejor.2015.06.081zbMath1346.90616MaRDI 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

zbMATH Keywords

integer programming; variable selection; information criterion; multiple linear regression; second-order cone programming

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

90C10: Integer programming

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Uses Software

• UCI-ml
• CPLEX

Cites Work

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