Alternating local search based VNS for linear classification

We consider the linear classification method consisting of separating two sets of points in d-space by a hyperplane. We wish to determine the hyperplane which minimises the sum of distances from all misclassified points to the hyperplane. To this end two local descent methods are developed, one grid-based and one optimisation-theory based, and are embedded in several ways into a VNS metaheuristic scheme. Computational results show these approaches to be complementary, leading to a single hybrid VNS strategy which combines both approaches to exploit the strong points of each. Extensive computational tests show that the resulting method performs well.