4.7 Article

Multi-Objective Models for Sparse Optimization in Linear Support Vector Machine Classification

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Summary: This study proposes a novel Mixed-Integer Nonlinear Programming (MINLP) model for sparse optimization based on the polyhedral k-norm. The focus is specifically on the application of sparse optimization in Feature Selection for Support Vector Machine (SVM) classification. The study addresses the continuous relaxation problem through reformulation via DC (Difference of Convex) decomposition. Additionally, it provides an overview of SVM models and related Feature Selection in terms of multi-objective optimization, and reports the results of numerical experiments on benchmark classification datasets.

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