Selective Linearization for Multi-block Statistical Learning Journal Pre-proof Selective Linearization for Multi-block Statistical Learning Yu Du, Xiaodong Lin, Minh Pham, Andrzej Ruszczy´ nski PII: S0377-2217(20)31020-1 DOI: https://doi.org/10.1016/j.ejor.2020.12.010 Reference: EOR 16917 To appear in: European Journal of Operational Research Received date: 1 June 2019 Accepted date: 4 December 2020 Please cite this article as: Yu Du, Xiaodong Lin, Minh Pham, Andrzej Ruszczy´ nski, Selective Lin- earization for Multi-block Statistical Learning, European Journal of Operational Research (2020), doi: https://doi.org/10.1016/j.ejor.2020.12.010 This is a PDF file of an article that has undergone enhancements after acceptance, such as the addition of a cover page and metadata, and formatting for readability, but it is not yet the definitive version of record. This version will undergo additional copyediting, typesetting and review before it is published in its final form, but we are providing this version to give early visibility of the article. Please note that, during the production process, errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain. Published by Elsevier B.V.