TY - GEN AU - Gaudioso, Manlio AU - Gorgone, Enrico AU - Labbé, Martine AU - Rodríguez Chía, Antonio Manuel A4 - Estadística e Investigación Operativa PY - 2017 SN - 0305-0548 UR - http://hdl.handle.net/10498/33860 AB - We discuss a Lagrangian-relaxation-based heuristics for dealing with feature selection in the Support Vector Machine (SVM) framework for binary classification. In particular we embed into our objective function a weighted combination of the L1 and L0... LA - eng PB - Elsevier Ltd KW - SVM classification KW - feature selection KW - Lagrangian relaxatio KW - nonsmooth optimization TI - Lagrangian relaxation for SVM feature selection DO - 10.1016/J.COR.2017.06.001 ER -