| Grinold, R.G., Mathematical Programming Methods of Pattern Classification, Management Science, 19, 3, 1972, 272-289. |
....a properly defined objective function, a separating hyperplane can be obtained by solving a linear programming problem. Several alternative formulations have been proposed in the past ( 3] 5] 10] 15] 17] employing different objective functions. An early survey of these methods is given in [7]. Here we mention a few representative formulations. In a very simple formulation described in [15] the objective function is trivial, so that it is simply a test of linear separability by finding a feasible solution to the LP problem minimize 0 t w subject to Z t w 1 (8) where w is the ....
Grinold, R.G., Mathematical Programming Methods of Pattern Classification, Management Science, 19, 3, 1972, 272-289.
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R. C. Grinold, Mathematical Programming Methods of Pattern Classification, Management Science 19, 1972, pp. 272-289.
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