Aggregate Homotopy Method for Min-Max-Min Programming Satisfying a Weak-Normal Cone Condition

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Abstract:

Min-max-min programming is an important but difficult nonsmooth programming. An aggregate homotopy method was given for solving min-max-min programming by Bo Yu el al. However, the method requires a difficult to verify weak-normal cone condition. Moreover, the method is only theoretically with no algorithmic implementation. In this paper, the weak normal cone condition is discussed first. A class of min-max-min programming satisfying the condition is introduced. A detailed algorithm to implement the method is presented. Models arising from some applications such as support vector machine for multiple-instance classification in data mining, can be included in the problem. In the end, the aggregate homotopy method is given to solve the multiple-instance support vector machine model.

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669-672

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February 2011

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© 2011 Trans Tech Publications Ltd. All Rights Reserved

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