Author

Zhao Yuan

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#machine learning Preprint Sep 2026

Variable Selection for Feature-Based Newsvendor

This paper forms the resulting $\ell_0$-constrained empirical newsvendor problem with $\ell_2$-regularization, establishes its computational hardness, and develops a mixed-integer second-order cone programming reformulation that strengthens the standard Big-$M$ formulation.

Zhao Yuan, Jie Wang · 0 citations