Global extremal conditions for multi-integer quadratic programming

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Date

2008-05

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Volume Title

Publisher

American Institute of Mathematical Sciences

Abstract

Support vector machine (SVM) is a very popular method for binary data classification in data mining ( machine learning). Since the objective function of the unconstrained SVM model is a non-smooth function, a lot of good optimal algorithms can't be used to find the solution. In order to overcome this model's non-smooth property, Lee and Mangasarian proposed smooth support vector machine (SSVM) in 2001. Later, Yuan et al. proposed the polynomial smooth support vector machine (PSSVM) in 2005. In this paper, a three-order spline function is used to smooth the objective function and a three-order spline smooth support vector machine model (TSSVM) is obtained. By analyzing the performance of the smooth function, the smooth precision has been improved obviously. Moreover, BFGS and Newton-Armijo algorithms are used to solve the TSSVM model. Our experimental results prove that the TSSVM model has better classification performance than other competitive baselines.

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Keywords

quadratic programming, data mining, support vector machine, constrained variational-inequalities, unconstrained optimization, complementarity-problems, global optimization, perfect duality, engineering, multidisciplinary, operations research & management, science, mathematics, interdisciplinary applications

Citation

Wang, Z. B.; Fang, S. C.; Gao, D. Y.; Xing, W. X., "Global extremal conditions for multi-integer quadratic programming," J. Industrial and Management Optimization 4(2), 213-225, (2008); DOI: 10.3934/jimo.2008.4.213