No Cross-Validation Required: An Analytical Framework for Regularized Mixed-Integer Problems (Extended Version)

This paper develops a method to obtain the optimal value for the regularization coefficient in a general mixed-integer problem (MIP). This approach eliminates the cross-validation performed in the existing penalty techniques to obtain a proper value for the regularization coefficient. We obtain this...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Soleimani, Behrad, Khamidehi, Behzad, Sabbaghian, Maryam
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Other Computer Science Mathematics - Optimization and Control
Online-Zugang:	Volltext bestellen
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!