A mixed-integer fractional optimization approach to best subset selection
Year of publication: |
2021
|
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Authors: | Gómez, Andrés ; Prokopyev, Oleg |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 33.2021, 2, p. 551-565
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Subject: | fractional optimization | conic optimization | sparse regression | information criteria | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Regressionsanalyse | Regression analysis |
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