Tightening big Ms in integer programming formulations for support vector machines with ramp loss

Published 2020 View Full Article

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Title
Tightening big Ms in integer programming formulations for support vector machines with ramp loss
Authors
Keywords
Location, Support vector machine, Ramp loss model, Mixed integer programming, Indicator constraints
Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 286, Issue 1, Pages 84-100
Publisher
Elsevier BV
Online
2020-03-20
DOI
10.1016/j.ejor.2020.03.023

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