maximal point coverage by LP
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Hello,
I have a following problem to solve
given a separating hyperpane wx = 1 (obtained with SVM), and points in lower-left halfspace. I need to find a that covers the hypercube with axis-parallel faces with one vertex lying on hyperplane containing maximal points.
I found linear programming formulation for solving that problem: http://pages.cs.wisc.edu/~gfung/rule_extraction_2005c.pdf here is formulation given in paper min e'y x,y
s.t. wx = 1 A.i- eyi <= xi V i {1, . . . , n}, 0 <=x<= 1, y >=0
but could not convert it to a form acceptable by linprog
Any ideas will be greatly appreciated.
Thanks
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