Support vector classification algorithm based on variable parameter linear programming*

To solve the problems of SVM in dealing with large sample size and asymmetric distributed samples, a support vector classification algorithm based on variable parameter linear programming is proposed. In the proposed algorithm, linear programming is employed to solve the optimization problem of classification to decrease the computation time and to reduce its complexity when compared with the original model. The adjusted punishment parameter greatly reduced the classification error resulting from asymmetric distributed samples and the detailed procedure of the proposed algorithm is given. An experiment is conducted to verify whether the proposed algorithm is suitable for asymmetric distributed samples.