multiple variable splitting – Optimization Online

New interior-point approach for one- and two-class linear support vector machines using multiple variable splitting

Published: 2021/12/17

Data-Mining, Linear, Cone and Semidefinite Programming interior point methods, large-scale optimization, multiple variable splitting, one-class support vector machine, support vector classifier

Multiple variable splitting is a general technique for decomposing problems by using copies of variables and additional linking constraints that equate their values. The resulting large optimization problem can be solved with a specialized interior-point method that exploits the problem structure and computes the Newton direction with a combination of direct and iterative solvers (i.e., … Read more