一类不确定支持向量机问题的鲁棒可行性半径精确公式

An Exact Formula of Radius of Robust Feasibility for a Class of Uncertain Support Vector Machine Problems

文章旨在研究一类不确定支持向量机问题的鲁棒可行性.首先借助鲁棒优化方法,引入该不确定支持向量机问题的鲁棒对等问题.随后给出鲁棒对等问题的重构优化问题.最后借助该重构问题和上图集,得到该不确定支持向量机问题的鲁棒可行性半径的精确计算公式.

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 optimization.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.