Dimitris Bertsimas, Martin S. Copenhaver. Characterization of the equivalence of robustification and regularization in linear and matrix regression. European Journal of Operational Research, 270(3):931-942, 2018. [doi]
@article{BertsimasC18,
title = {Characterization of the equivalence of robustification and regularization in linear and matrix regression},
author = {Dimitris Bertsimas and Martin S. Copenhaver},
year = {2018},
doi = {10.1016/j.ejor.2017.03.051},
url = {https://doi.org/10.1016/j.ejor.2017.03.051},
researchr = {https://researchr.org/publication/BertsimasC18},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {270},
number = {3},
pages = {931-942},
}