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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- 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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