Code and Data Repository for Outlier detection in regression: Conic quadratic formulations
该软件用混合整数锥二次规划方法检测回归中的异常值,与最小修剪平方问题相关,用Java实现并依赖Gurobi和Mosek求解器,运行需许可证。
The goal of this software is to demonstrate the use of mixed-integer conic quadratic formulations to detect outliers in regression problems (closely related to the Least Trimmed Squares problem in statistics). The methods are implemented in Java and rely on commercial solvers Gurobi and Mosek. Executing the code requires a license for these solvers.