1979
DOI: 10.1137/0317052
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Nonlinear Perturbation of Linear Programs

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Cited by 150 publications
(98 citation statements)
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“…To obtain a unique set of commodities with minimum lifetime in this step and the subsequent steps, we use the regularization method. Details of the regularization technique can be found in [16]. The regularization term, δ k∈C q k 2 , is the Euclidean norm of the commodity lifetime vector, where δ is the regularization coefficient.…”
Section: B First Stepmentioning
confidence: 99%
“…To obtain a unique set of commodities with minimum lifetime in this step and the subsequent steps, we use the regularization method. Details of the regularization technique can be found in [16]. The regularization term, δ k∈C q k 2 , is the Euclidean norm of the commodity lifetime vector, where δ is the regularization coefficient.…”
Section: B First Stepmentioning
confidence: 99%
“…For this problem ten databases were used from the Irvine repository and the Star/Galaxy database. Table 1 gives the percent of correctly separated points as well as CPU times using an average of ten SLA runs on the smooth misclassi cation minimization problem (20). These quantities are compared with those of a parametric minimization method (PMM) applied to an LPEC associated with the misclassi cation minimization 18, 1].…”
Section: Numerical Testsmentioning
confidence: 99%
“…By replacing the variables (w; ) by the nonnegative variables (w 1 ; 1 ; 1 ) using the standard transformation w = w 1 e 1 ; = 1 1 ; the smooth problems (20) and (21) can be transformed to the following concave minimization problem: min x ff(x) j Ax < = b; x > = 0g; (22) where f: R`! R, is a di erentiable, concave function bounded below on the nonempty polyhedral feasible region of (22), A 2 R p `a nd b 2 R p : By 27, Corollary 32.3.4] it follows that f attains its minimum at a vertex of the feasible region of (22).…”
Section: Successive Linearization Of Polyhedral Concave Programsmentioning
confidence: 99%
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“…We now allow ε to be a a nonnegative variable in the optimization problem above that will be driven to some positive tolerance error determined by the size of the parameter µ. By making use of linear programming perturbation theory (Mangasarian & Meyer, 1979) we parametrically maximize ε in the objective function with a positive parameter µ to obtain our basic linear programming formulation of the nonlinear support vector regression (SVR) problem:…”
Section: The Support Vector Regression Problemmentioning
confidence: 99%