A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
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Publication:4995087
DOI10.1287/ijoc.2020.1031OpenAlexW3138025598MaRDI QIDQ4995087
Andrés Gómez, Oleg A. Prokopyev
Publication date: 23 June 2021
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.2020.1031
Related Items (6)
Mixed-integer quadratic programming reformulations of multi-task learning models ⋮ Solving a class of feature selection problems via fractional 0--1 programming ⋮ Fractional 0-1 programs: links between mixed-integer linear and conic quadratic formulations ⋮ An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series ⋮ Strong formulations for conic quadratic optimization with indicator variables ⋮ An effective procedure for feature subset selection in logistic regression based on information criteria
Uses Software
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