no code implementations • 30 Jun 2020 • Linchuan Wei, Andres Gomez, Simge Kucukyavuz
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.
no code implementations • 29 May 2020 • Simge Kucukyavuz, Ali Shojaie, Hasan Manzour, Linchuan Wei, Hao-Hsiang Wu
The optimal solution to this mathematical program is known to have desirable statistical properties under certain conditions.