Joint Sparse Estimation with Cardinality Constraint via Mixed-Integer Semidefinite Programming.
Tianyi LiuFrederic MatterAlexander SorgMarc E. PfetschMartin HaardtMarius PesaventoPublished in: CAMSAP (2023)
Keyphrases
- semidefinite programming
- mixed integer
- linear programming
- linear program
- feasible solution
- interior point methods
- primal dual
- convex hull
- lot sizing
- optimal solution
- kernel matrix
- valid inequalities
- high dimensional
- cutting plane
- parameter estimation
- data sets
- multistage
- support vector machine
- genetic algorithm
- machine learning