Solving L1-regularized SVMs and Related Linear Programs: Revisiting the Effectiveness of Column and Constraint Generation.
Antoine DedieuRahul MazumderHaoyue WangPublished in: J. Mach. Learn. Res. (2022)
Keyphrases
- linear program
- simplex method
- linear programming problems
- linear programming
- linear inequalities
- semi infinite
- support vector
- quadratic program
- integer program
- quadratic programming
- mixed integer program
- interior point methods
- column generation
- primal dual
- objective function
- stochastic programming
- np hard
- dynamic programming
- extreme points
- mixed integer linear program
- mixed integer
- support vector machine
- optimal solution
- machine learning
- nelder mead
- dual variables
- nonlinear programming
- kernel methods
- kernel function
- interior point
- simplex algorithm
- strongly polynomial