On p-norm linear discrimination

被引:12
|
作者
Morenko, Yana [1 ]
Vinel, Alexander [1 ]
Yu, Zhaohan [1 ]
Krokhmal, Pavlo [1 ]
机构
[1] Univ Iowa, Dept Mech & Ind Engn, Iowa City, IA 52242 USA
基金
美国国家科学基金会;
关键词
Linear separation; p-Order cone programming; Second order cone programming;
D O I
10.1016/j.ejor.2013.06.053
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
We consider a p-norm linear discrimination model that generalizes the model of Bennett and Mangasarian (1992) and reduces to a linear programming problem with p-order cone constraints. The proposed approach for handling linear programming problems with p-order cone constraints is based on reformulation of p-order cone optimization problems as second order cone programming (SOCP) problems when p is rational. Since such reformulations typically lead to SOCP problems with large numbers of second order cones, an "economical" representation that minimizes the number of second order cones is proposed. A case study illustrating the developed model on several popular data sets is conducted. (c) 2013 Elsevier B.V. All rights reserved.
引用
收藏
页码:784 / 789
页数:6
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