Branch-and-cut for cardinality constrained optimization
Given a set of continuous variables and a set of constants, one for each
variable, a cardinality constraint requires that no less than a
specified number of variables is equal to their corresponding constants.
Cardinality constraints appear in several applications, for example
feature selection in data mining. In this talk I will present a
polyhedral study of problems with cardinality constraints and a
branch-and-cut approach to solve them. In particular, I will present a
few unusual properties of these polyhedra.
Chemnitz Workshop
Last modified: Mon Sep 30 9:08:39 CEST 2004