Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor.
Ryuta TamuraKen KobayashiYuichi TakanoRyuhei MiyashiroKazuhide NakataTomomi MatsuiPublished in: J. Glob. Optim. (2019)
Keyphrases
- mixed integer
- quadratic optimization
- valid inequalities
- mixed integer linear programming
- linear program
- interior point methods
- mixed integer programming
- feasible solution
- lot sizing
- convex hull
- optimal solution
- continuous variables
- linear programming
- objective function
- primal dual
- generative model
- support vector machine
- worst case
- search algorithm