A two-level approach to choose the cost parameter in support vector machines

A new SVM model used to calculate the optimal value of cost parameter C for particular problems of linearity non-separability of data is presented in this paper. The new SVM model is formulated in the form of one of MPEC problems with an integer objective function. A lower bound, positive number, C0 is required to provide for avoiding choosing a candidate set of C. Numerical experiments show that this model for choice of C is suitable for solving SVM problems.