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Row and Column Generation Algorithm for Maximization of Minimum Margin for Ranking Problems

In: Operations Research Proceedings 2014

Author

Listed:
  • Yoichi Izunaga

    (University of Tsukuba)

  • Keisuke Sato

    (Railway Technical Research Institute)

  • Keiji Tatsumi

    (Osaka University)

  • Yoshitsugu Yamamoto

    (University of Tsukuba)

Abstract

We consider the ranking problem of learning a ranking function from the data set of objects each of which is endowed with an attribute vector and a ranking label chosen from the ordered set of labels. We propose two different formulations: primal problem, primal problem with dual representation of normal vector, and then propose to apply the kernel technique to the latter formulation. We also propose algorithms based on the row and column generation in order to mitigate the computational burden due to the large number of objects.

Suggested Citation

  • Yoichi Izunaga & Keisuke Sato & Keiji Tatsumi & Yoshitsugu Yamamoto, 2016. "Row and Column Generation Algorithm for Maximization of Minimum Margin for Ranking Problems," Operations Research Proceedings, in: Marco Lübbecke & Arie Koster & Peter Letmathe & Reinhard Madlener & Britta Peis & Grit Walther (ed.), Operations Research Proceedings 2014, edition 1, pages 249-255, Springer.
  • Handle: RePEc:spr:oprchp:978-3-319-28697-6_35
    DOI: 10.1007/978-3-319-28697-6_35
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