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Interior Point Methods for Massive Support Vector Machines
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
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
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 ...