Pages that link to "Item:Q5148400"

The following pages link to Scalable Algorithms for the Sparse Ridge Regression (Q5148400):

Displaying 19 items.

• Strong formulations for conic quadratic optimization with indicator variables (Q2039236) (← links)
• Sparse regression at scale: branch-and-bound rooted in first-order optimization (Q2097642) (← links)
• Ideal formulations for constrained convex optimization problems with indicator variables (Q2118117) (← links)
• The backbone method for ultra-high dimensional sparse machine learning (Q2163249) (← links)
• Discussion of ``Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons'' (Q2225316) (← links)
• A Mixed-Integer Fractional Optimization Approach to Best Subset Selection (Q4995087) (← links)
• (Q4998944) (← links)
• Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization (Q5010043) (← links)
• A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints (Q5158761) (← links)
• Grouped variable selection with discrete optimization: computational and statistical perspectives (Q6046300) (← links)
• HARFE: hard-ridge random feature expansion (Q6049834) (← links)
• A new perspective on low-rank optimization (Q6052053) (← links)
• A graph-based decomposition method for convex quadratic optimization with indicators (Q6102761) (← links)
• Comparing solution paths of sparse quadratic minimization with a Stieltjes matrix (Q6120849) (← links)
• Supermodularity and valid inequalities for quadratic optimization with indicators (Q6165587) (← links)
• Subset Selection and the Cone of Factor-Width-<i>k</i> Matrices (Q6195312) (← links)
• SRMD: sparse random mode decomposition (Q6575285) (← links)
• Cardinality minimization, constraints, and regularization: a survey (Q6585278) (← links)
• Constrained optimization of rank-one functions with indicator variables (Q6634534) (← links)