On p-norm linear discrimination
We consider problem of linear separation/classification of two discrete sets. Our model minimizes the risk of misclassification as measured by p-order moment. Solution approach is based on representing p-cones via a set of quadratic cones. A representation that minimizes the number of quadratic cones is derived. The proposed p-norm model allows for improvement over the traditional p=1 and SVM models
linear separation p-order cone programming second order cone programming