Using Wolfe’s Method in Support Vector Machines Learning Stage
Juan Frausto-Solís22
, Miguel González-Mendoza22
and Roberto López-Díaz22 
| (22) |
Instituto Tecnológico de Estudios Superiores de Monterrey, |
Abstract
In this paper, the application of Wolfe’s method in Support Vector Machines learning stage is presented. This stage is usually
performed by solving a quadratic programming problem and a common approach for solving it, is breaking down that problem in
smaller subproblems easier to solve and manage. In this manner, instead of dividing the problem, the application of Wolfe’s
method is proposed. The method transforms a quadratic programming problem into an Equivalent Linear Model and uses a variation
of simplex method employed in linear programming. The proposed approach is compared against QuadProg Matlab function used
to solve quadratic programming problems. Experimental results show that the proposed approach has better quality of classification
compared with that function.
Keywords Support Vector Machine - Classification - Simplex Method - Wolfe’s Method
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