A mixed-integer fractional optimization approach to best subset selection
Sparse and smooth signal estimation: Convexification of L0 formulations
Outlier detection in time series via mixed-integer conic quadratic optimization
Bivariate convexifications for convex quadratic optimization with indicator variables
Rank-one convexifications for sparse regression
Supermodularity and valid inequalities for quadratic optimization with indicators
Comparing solution paths of sparse quadratic minimization with a Stieltjes matrix
Solution path of time-varying Markov random fields with discrete regularization
Compact extended formulations for low-rank functions with indicators variables
