Showing math.OCShow all
2 papers · 1 filter
math.OC2024
Feature selection in linear SVMs via a hard cardinality constraint: a scalable SDP decomposition approach
Immanuel Bomze, Federico D'Onofrio, Laura Palagi +1
In this paper, we study the embedded feature selection problem in linear Support Vector Machines (SVMs), in which a cardinality constraint is employed, leading to an interpretable…
math.OC2024
Tighter yet more tractable relaxations and nontrivial instance generation for sparse standard quadratic optimization
Immanuel Bomze, Bo Peng, Yuzhou Qiu +1
The Standard Quadratic optimization Problem (StQP), arguably the simplest among all classes of NP-hard optimization problems, consists of extremizing a quadratic form (the simplest…