Distributionally robust chance-constrained kernel-based support vector machine.
Fengming LinShu-Cherng FangXiaolei FangZheming GaoPublished in: Comput. Oper. Res. (2024)
Keyphrases
- robust optimization
- chance constrained
- support vector machine
- stochastic programming
- kernel methods
- support vector
- chance constraints
- feature vectors
- mathematical programming
- multistage
- chance constrained programming
- computationally tractable
- training data
- linear program
- svm classifier
- hyperplane
- reverse logistics
- decision theory
- knapsack problem
- maximum margin
- lot sizing
- machine learning
- linear programming
- evolutionary algorithm
- lower bound
- decision making