Ideal formulations for constrained convex optimization problems with indicator variables.

Linchuan Wei Andrés Gómez Simge Küçükyavuz

Published in: CoRR (2020)

Keyphrases

convex optimization problems
convex optimization
dual variables
optimization problems
structured sparsity
learning problems
primal dual
interior point methods
variable selection
data sets
machine learning
computer vision
high dimensional
cost function