Ideal formulations for constrained convex optimization problems with indicator variables.

Linchuan Wei Andrés Gómez Simge Küçükyavuz

Published in: Math. Program. (2022)

Keyphrases

convex optimization problems
convex optimization
dual variables
interior point methods
optimization problems
structured sparsity
learning problems
variable selection
linear programming
primal dual
image processing
machine learning
input variables