SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression
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DOI: 10.1016/j.ejor.2015.04.024
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References listed on IDEAS
- Fred Glover, 1975. "Improved Linear Integer Programming Formulations of Nonlinear Integer Problems," Management Science, INFORMS, vol. 22(4), pages 455-460, December.
- Torti, Francesca & Perrotta, Domenico & Atkinson, Anthony C. & Riani, Marco, 2012. "Benchmark testing of algorithms for very robust regression: FS, LMS and LTS," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2501-2512.
- Mount, David M. & Netanyahu, Nathan S. & Romanik, Kathleen & Silverman, Ruth & Wu, Angela Y., 2007. "A practical approximation algorithm for the LMS line estimator," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2461-2486, February.
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Cited by:
- Bottmer, Lea & Croux, Christophe & Wilms, Ines, 2022. "Sparse regression for large data sets with outliers," European Journal of Operational Research, Elsevier, vol. 297(2), pages 782-794.
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Keywords
Global optimization; Integer programming; High breakdown point regression; Branch and bound; Relaxation–linearization technique;All these keywords.
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