New bounds for subset selection from conic relaxations

DOI10.1016/j.ejor.2021.07.011zbMath1490.90236OpenAlexW3179773328MaRDI QIDQ2076815

Walid Ben-Ameur, José Neto

Publication date: 22 February 2022

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2021.07.011

zbMATH Keywords

combinatorial optimizationsubset selectionconvex relaxation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Combinatorial optimization (90C27)

Related Items (1)

Subset Selection and the Cone of Factor-Width-k Matrices

Uses Software

• sparsenet

Cites Work

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