Skip to main content
. Author manuscript; available in PMC: 2016 Apr 22.
Published in final edited form as: IEEE Trans Neural Netw Learn Syst. 2014 Oct;25(10):1879–1893. doi: 10.1109/TNNLS.2013.2297686

Algorithm 1.

Modified ε-constraint algorithm

Input: Training set {(x1, y1), ..., (xn, yn)}, θ0, h0, ε0, s.
1. Calculate the ideal vector point (zf∗,zc∗).
2. Specify the weights wf and wc using (28).
3. Obtain ε* using (27).
4. Obtain θ* using (26).
Return: The optimal model parameter θ*.