Jin Hyuk Jung

Adaptive Constraint Reduction for Convex Quadratic Programming

  • Jin Hyuk Jung
  • Dianne P. O'Leary
  • AndrĂ© L. Tits
    • Categories Quadratic Programming Tags , , ,

    We propose an adaptive, constraint-reduced, primal-dual interior-point algorithm for convex quadratic programming with many more inequality constraints than variables. We reduce the computational e ort by assembling, instead of the exact normal-equation matrix, an approximate matrix from a well chosen index set which includes indices of constraints that seem to be most critical. Starting with a … Read more

    Adaptive Constraint Reduction for Training Support Vector Machines

  • Jin Hyuk Jung
  • Dianne P. O'Leary
  • AndrĂ© L. Tits
    • Categories Data-Mining, Quadratic Programming Tags , , ,

    A support vector machine (SVM) determines whether a given observed pattern lies in a particular class. The decision is based on prior training of the SVM on a set of patterns with known classification, and training is achieved by solving a convex quadratic programming problem. Since there are typically a large number of training patterns, … Read more