Now showing items 1-3 of 3

    • Interior Point Methods for Massive Support Vector Machines 

      Munson, Todd; Ferris, Michael (2000-05-25)
      We investigate the use of interior point methods for solving quadratic programming problems with a small number of linear constraints where the quadratic term consists of a low-rank update to a positive semi-de nite matrix. ...
    • A Practical Approach to Sample-path Simulation Optimization 

      Munson, Todd; Ferris, Michael (2000)
      We propose solving continuous parametric simulation optimizations using a deterministic nonlinear optimiza- tion algorithm and sample-path simulations. The op- timization problem is written in a modeling language with ...
    • Semismooth Support Vector Machines 

      Munson, Todd; Ferris, Michael (2000-11-29)
      The linear support vector machine can be posed as a quadratic pro- gram in a variety of ways. In this paper, we look at a formulation using the two-norm for the misclassi cation error that leads to a positive de - nite ...