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On the convex hull of convex quadratic optimization problems with indicators
We show that a convex hull description of the associated mixed-integer set in an extended space with a quadratic number of additional variables consists of a single positive semidefinite constraint (explicitly stated) and linear constraints.
Ideal formulations for constrained convex optimization problems with indicator variables
Motivated by modern regression applications, in this paper, we study the convexification of a class of convex optimization problems with indicator variables and combinatorial constraints on the indicators.
Consistent Second-Order Conic Integer Programming for Learning Bayesian Networks
The optimal solution to this mathematical program is known to have desirable statistical properties under certain conditions.
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