Column Generation and the Feature Selection Problem.

Abstract:

Column generation is a well-known decomposition method to solve linear and mixed integer problems with a large number of variables.  A similar column generation decomposition method can be constructed for conic optimization problems.  In this talk we present work that explores whether this can be a competitive solution method for the continuous relaxation of the feature selection problem.

 

Date: Oct 22, 2025 at 15:00:00 h
Venue: Sala de Seminarios John Von Neumann del Centro de Modelamiento Matemático (Beauchef 851, Edificio Norte, Piso 7).
Speaker: Fernando Ordóñez
Affiliation: U. Chile.
Coordinator: José Verschae
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Posted on Oct 20, 2025 in ACGO, Seminars