Aytug, Haldun; Sayın, Serpil - In: European Journal of Operational Research 218 (2012) 3, pp. 667-675
We propose a one-norm support vector machine (SVM) formulation as an alternative to the well-known formulation that uses parameter C in order to balance the two inherent objective functions of the problem. Our formulation is motivated by the ϵ-constraint approach that is used in bicriteria...