Table 3.

Summary of algorithms implemented in the paper

Algorithm Nr.	Formulation Nr.	Name	References	Formulation	Equations
1	1-A	1-SVM L∞ MKL	[7]	SOCP	(20)
1	1-B	1-SVM L∞ MKL	[7]	QCQP	(20)
2	2-A	1-SVM L∞ (0.5) MKL	[7]	SOCP	(20)
2	2-B	1-SVM L∞ (0.5) MKL	[7]	QCQP	(20)
3	3-A	1-SVM L1 MKL	[12,13]	SOCP	(19)
3	3-B	1-SVM L1 MKL	[12,13]	QCQP	(19)
4	4-A	1-SVM L2 MKL	novel	SOCP	(23)
5	5-B	SVM L∞ MKL	[4,6,5]	QCQP	(26)
5	5-C	SVM L∞ MKL	[18]	SIP	(33)
6	6-B	SVM L∞ (0.5) MKL	novel	QCQP	(26)
7	7-A	SVM L1 MKL	[2]	SOCP	(25)
7	7-B	SVM L1 MKL	[4]	QCQP	(25)
8	8-A	SVM L2 MKL	novel	SOCP	(27)
8	8-C	SVM L2 MKL	[40]	SIP	(34)
9	9-B	Weighted SVM L∞ MKL	novel	QCQP	Suppl. (3)
10	10-B	Weighted SVM L∞ (0.5) MKL	novel	QCQP	Suppl. (3)
11	11-B	Weighted SVM L1 MKL	[25]	QCQP	Suppl. (2)
12	12-A	Weighted SVM L2 MKL	novel	SOCP	Suppl. (4)
13	13-B	LSSVM L∞ MKL	[17]	QCQP	(39)
13	13-C	LSSVM L∞ MKL	[17]	SIP	(41)
14	14-B	LSSVM L∞ (0.5) MKL	novel	QCQP	(39)
15	15-D	LSSVM L1 MKL	[22]	linear	(38)
16	16-B	LSSVM L2 MKL	novel	SOCP	(40)
16	16-C	LSSVM L2 MKL	novel	SIP	(42)
17	17-B	Weighted LSSVM L∞ MKL	novel	QCQP	Suppl. (8)
18	18-B	Weighted LSSVM L∞ (0.5) MKL	novel	QCQP	Suppl. (8)
19	19-D	Weighted LSSVM L1 MKL	[25]	linear	Suppl. (6)
20	20-A	Weighted LSSVM L2 MKL	novel	SOCP	Suppl. (9)

Summary of algorithms implemented in the paper. Because a same algorithm can be solved via different formulations. The different formulation numbers correspond to a same algorithm number and represent multiple formulations. In total 20 different algorithms were implemented, which were solved through 28 different formulations. For an algorithm with different formulations, the solutions are identical and only differ by computational efficiency. Some algorithms have already been proposed in the literature as shown in the reference column. The novel algorithms and formulations proposed in this paper are labeled as "novel".