Supervised feature selection via multiobjective programming and its application in the medical field

In this study, we model the supervised feature selection problem using a novel approach: convex bi-objective optimization. Traditional methods have addressed this problem by maximizing relevance to class labels and minimizing redundancy among features. Recently, Wang et al. [30] formulated this problem as a single-objective convex optimization, yielding only a unique solution. Unlike that, we … Read more

A Modified Projected Gradient Algorithm for Solving Quasiconvex Programming with Applications

In this manuscript, we introduce a novel projected gradient algorithm for solving quasiconvex optimization problems over closed convex sets. The key innovation of our new algorithm is an adaptive, parameter-free stepsize rule that requires no line search and avoids estimating constants, such as Lipschitz modulus. Unlike recent self-adaptive approach given in [17] which typically produce … Read more