Best subset selection via a modern optimization lens (Q282479)

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Best subset selection via a modern optimization lens
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    Best subset selection via a modern optimization lens (English)
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    12 May 2016
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    sparse linear regression
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    best subset selection
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    \(\ell_{0}\)-constrained minimization
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    lasso
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    least absolute deviation
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    algorithms
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    mixed integer programming
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    global optimization
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    discrete optimization
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