Rank-one-update – Optimization Online

A Rank-One-Update Method for the Training of Support Vector Machines

Published: 2025/03/13

Bound-constrained Optimization, Convex Optimization, Data Science Algorithms active set method, Rank-one-update, Support Vector Machine

This paper considers convex quadratic programs associated with the training of support vector machines (SVM). Exploiting the special structure of the SVM problem a new type of active set method with long cycles and stable rank-one-updates is proposed and tested (CMU: cycling method with updates). The structure of the problem allows for a repeated simple … Read more