An Affine Scaling Interior Point Method
An Affine Scaling Interior Point Method
for Continuous Knapsack Constraints
with Application to SVM
by
M. D. Gonzalez-Lima, W. W. Hager, and H. Zhang
- The paper, SIAM Journal on Optimization, 21 (2011), pp. 361-390.
- The code svmASL
- Table of Numerical Results
- Runfile for svmASL
- Runfile for GPDT
- Runfile for LIBSVM
- September 30, 2010: A new code BLG, for solving optimization problems with bound and linear constraints using gradient methods, has been incorporated into the SVMsubspace code. BLG has greater flexibility than ASL in the choice of the search direction since either affine scaling, gradient projection, or Frank-Wolfe search directions can be selected. BLG improves on ASL by treating various numerical stability issues in a more systematic way. The new code is available here.
Support Vector Machine (SVM) Test Problems
| Problem Name | Description |
|---|---|
| a7a | Adult (predict whether a household has income greater than $50,000 based on census data) |
| a8a | Adult (predict whether a household has income greater than $50,000 based on census data) |
| a9a | Adult (predict whether a household has income greater than $50,000 based on census data) |
| ijcnn1 | IJCNN 2001 neural network competition |
| w6a | Website (predict whether web page belongs to a category based on the presence of 300 selected keywords on the page) |
| w7a | Website (predict whether web page belongs to a category based on the presence of 300 selected keywords on the page) |
| real-sim | UseNet articles from four discussion groups, for simulated auto racing, simulated aviation, real autos, real aviation. --separate real from simulated, and auto from aviation |
| mnist | Distinguish digit 8 from the other 9 digits |