A distributionally robust chance-constrained kernel-free quadratic surface support vector machine.
Fengming LinShu-Cherng FangXiaolei FangZheming GaoJian LuoPublished in: Eur. J. Oper. Res. (2024)
Keyphrases
- robust optimization
- chance constrained
- stochastic programming
- support vector machine
- kernel function
- support vector
- kernel methods
- mathematical programming
- chance constraints
- svm classifier
- multistage
- decision theory
- chance constrained programming
- computationally tractable
- lot sizing
- linear program
- computational complexity
- multiple kernel learning
- input space
- linear matrix inequality
- reverse logistics
- evolutionary algorithm
- feature space