An Exact Formula of Radius of Robust Feasibility for a Class of Uncertain Support Vector Machine Problems
This paper is concerned with the robust feasibility for a class of support vector machine problems with uncertain data.Firstly,a robust counterpart problem of the uncertain support vector machine problem is introduced in terms of robust op-timization.Then,a reformulation of the robust counterpart problem of the uncertain support vector machine problem is given.Finally,by using this reformulation and the so-called epigraphical set,an exact formula for the radius of robust feasibility of the uncertain support vector machine problem is obtained.
Support vector machine problemrobust optimizationrobust feasibility
万方数据
维普
