Ideal formulations for constrained convex optimization problems with indicator variables

Keyphrases

• Indicator Variables 100%
• Convex Optimization Problem 100%
• Convexification 100%
• Combinatorial Constraints 100%
• Constrained Convex Optimization 100%
• Regression Problem 66%
• Variable Constraints 66%
• Sparse Regression 66%
• Computation Overhead 33%
• Computational Experiment 33%
• Sparsity Constraint 33%
• Convex Hull 33%
• Non-separable 33%
• Convex Function 33%
• Multicollinearity 33%
• Affine Function 33%
• Epigraph 33%
• Perspective Reformulation 33%

Computer Science

• Optimization Problem 100%
• Convex Optimization 100%
• Indicator Variable 100%
• Regression Problem 66%
• Computational Experiment 33%
• Sparsity 33%
• Convex Function 33%
• Non-Separable 33%
• Objective Function 33%
• Affine Function 33%

Mathematics

• Indicator Variable 100%
• Convexification 100%
• Objective Function 33%
• Multicollinearity 33%
• Affine Function 33%
• Epigraph 33%
• Convex Hull 33%
• Convex Function 33%