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scientific article; zbMATH DE number 7370569

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7370569

Statements

scholarly article

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Atamtürk, Alper

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publication date

9 July 2021

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full work available at URL

https://arxiv.org/abs/1811.02655

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https://jmlr.csail.mit.edu/papers/v22/18-745.html

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zbMATH Keywords

mixed-integer quadratic optimization

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conic quadratic optimization

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perspective formulation

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sparsity

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describes a project that uses

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LZeroSpikeInference

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MaRDI profile type

MaRDI publication profile

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A cut-based algorithm for the nonlinear dual of the minimum cost network flow problem

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A strong conic quadratic reformulation for machine-job assignment with controllable processing times

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Second-order cone programming

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Strong formulations of robust mixed 0-1 programming

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Strong formulations for quadratic optimization with M-matrices and indicator variables

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Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra

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Submodularity in Conic Quadratic Mixed 0–1 Optimization

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Cuts for Conic Mixed-Integer Programming

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Conic mixed-integer rounding cuts

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OR Forum—An Algorithmic Approach to Linear Regression

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Best subset selection via a modern optimization lens

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Sparse high-dimensional regression: exact scalable algorithms and phase transitions

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On factor width and symmetric \(H\)-matrices

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On mathematical programming with indicator constraints

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Enhancing sparsity by reweighted \(\ell _{1}\) minimization

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Atomic Decomposition by Basis Pursuit

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On integer and MPCC representability of affine sparsity

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Structural properties of affine sparsity constraints

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Compressed sensing

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Stable recovery of sparse overcomplete representations in the presence of noise

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Perspective cuts for a class of convex 0-1 mixed integer programs

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A Statistical View of Some Chemometrics Regression Tools

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Criteria for generalized diagonally dominant matrices and \(M\)-matrices

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Perspective reformulations of mixed integer nonlinear programs with indicator variables

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The elements of statistical learning. Data mining, inference, and prediction

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Rejoinder: ``Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons''

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Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms

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The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods

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Mixed-integer nonlinear programs featuring ``on/off'' constraints

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An efficient algorithm for image segmentation, Markov random fields and related problems

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Multi-Label Markov Random Fields as an Efficient and Effective Tool for Image Segmentation, Total Variations and Regularization

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Adjacency-Clustering and Its Application for Yield Prediction in Integrated Circuit Manufacturing

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Quadratic cone cutting surfaces for quadratic programs with on-off constraints

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Exact Spike Train Inference Via $\ell_0$ Optimization

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$\ell_1$ Trend Filtering

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Minimization of Akaike's information criterion in linear regression analysis via mixed integer nonlinear program

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Approximation algorithms for classification problems with pairwise relationships

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Applications of second-order cone programming

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Locally adaptive regression splines

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<i>SparseNet</i>: Coordinate Descent With Nonconvex Penalties

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Interior-point methods for optimization

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The DFS Fused Lasso: Linear-Time Denoising over General Graphs

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Sparse learning via Boolean relaxations

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M-matrix characterizations. I: nonsingular M-matrices

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Structured Sparsity via Alternating Direction Methods

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Properties and refinements of the fused Lasso

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Nonlinear total variation based noise removal algorithms

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On constrained and regularized high-dimensional regression

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A polyhedral branch-and-cut approach to global optimization

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Regression Shrinkage and Selection via The Lasso: A Retrospective

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Sparsity and Smoothness Via the Fused Lasso

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Adaptive piecewise polynomial estimation via trend filtering

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The solution path of the generalized lasso

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On recurring theorems on diagonal dominance

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Extended formulations in mixed integer conic quadratic programming

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Iterative Methods for Total Variation Denoising

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Quadratic Convex Reformulations for Semicontinuous Quadratic Programming

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Scalable Algorithms for the Sparse Ridge Regression

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Nearly unbiased variable selection under minimax concave penalty

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High Dimensional Thresholded Regression and Shrinkage Effect

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The Adaptive Lasso and Its Oracle Properties

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Regularization and Variable Selection Via the Elastic Net

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:4998944

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