A Mixed-Integer Fractional Optimization Approach to Best Subset Selection.
Andrés GómezOleg A. ProkopyevPublished in: INFORMS J. Comput. (2021)
Keyphrases
- mixed integer
- subset selection
- global optimization problems
- quadratic program
- linear program
- benders decomposition
- feasible solution
- lot sizing
- feature selection
- convex hull
- network design problem
- continuous relaxation
- hill climbing
- lagrangian heuristic
- linear programming
- continuous variables
- optimal solution
- multistage
- machine learning
- optimization problems
- computational complexity