A New Conic Approach to Semisupervised Support Vector Machines

Ye Tian, Jian Luo and Xin Yan

Mathematical Problems in Engineering, 2016, vol. 2016, 1-9

Abstract:

We propose a completely positive programming reformulation of the 2-norm soft margin model. Then, we construct a sequence of computable cones of nonnegative quadratic forms over a union of second-order cones to approximate the underlying completely positive cone. An -optimal solution can be found in finite iterations using semidefinite programming techniques by our method. Moreover, in order to obtain a good lower bound efficiently, an adaptive scheme is adopted in our approximation algorithm. The numerical results show that the proposed algorithm can achieve more accurate classifications than other well-known conic relaxations of semisupervised support vector machine models in the literature.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:6471672

DOI: 10.1155/2016/6471672

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