Choosing the best set of variables in regression analysis using integer programming.

Hiroshi Konno Rei Yamamoto

Published in: J. Glob. Optim. (2009)

Keyphrases

integer programming
regression analysis
regression model
set covering
set covering problem
np hard
explanatory variables
column generation
ai planning
linear regression model
linear regression models
special case
lagrangian relaxation
cutting plane
cutting plane algorithm