个人信息Personal Information
教授
博士生导师
硕士生导师
性别:男
毕业院校:吉林大学
学位:博士
所在单位:数学科学学院
学科:计算数学. 金融数学与保险精算
电子邮箱:yubo@dlut.edu.cn
Aggregate homotopy method for min-max-min programming satisfying a weak-normal cone condition
点击次数:
论文类型:会议论文
发表时间:2011-01-01
收录刊物:CPCI-S
卷号:50-51
页面范围:669-+
关键字:min-max-min programming; aggregate function; homotopy method; weak-normal cone condition; multiple-instance classification
摘要:Min-max-min programming is an important but difficult nonsmooth programming. An aggregate homotopy method was given for solving min-max-min programming by Bo Yu el al. However, the method requires a difficult to verify weak-normal cone condition. Moreover, the method is only theoretically with no algorithmic implementation. In this paper, the weak normal cone condition is discussed first. A class of min-max-min programming satisfying the condition is introduced. A detailed algorithm to implement the method is presented. Models arising from some applications such as support vector machine for multiple-instance classification in data mining, can be included in the problem. In the end, the aggregate homotopy method is given to solve the multiple-instance support vector machine model.