@article{thetrimmedlassosparsityandrobustness,
  title = {The Trimmed Lasso: Sparsity and Robustness},
  author = {Dimitris Bertsimas and Martin S. Copenhaver and Rahul Mazumder},
  year = {2017},
  eprint = {1708.04527},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1708.04527v1},
}