Adapted branch-and-bound algorithm using SVM with model selection

Main Authors: Kabbaj Mohamed Mustapha, El Afia Abdellatif
Format: Article eJournal
Terbitan: , 2019
Subjects:
SVM
Online Access: https://zenodo.org/record/4065814
Daftar Isi:
  • Branch-and-Bound algorithm is the basis for the majority of solving methods in mixed integer linear programming. It has been proving its efficiency in different fields. In fact, it creates little by little a tree of nodes by adopting two strategies. These strategies are variable selection strategy and node selection strategy. In our previous work, we experienced a methodology of learning branch-and-bound strategies using regression-based support vector machine twice. That methodology allowed firstly to exploit information from previous executions of Branch-and-Bound algorithm on other instances. Secondly, it created information channel between node selection strategy and variable branching strategy. And thirdly, it gave good results in term of running time comparing to standard Branch-and-Bound algorithm. In this work, we will focus on increasing SVM performance by using cross validation coupled with model selection.