Sequential Minimal Optimization Algorithm for Support Vector Machines

In my nonlinear optimization class in grad school at North Carolina State University, I wrote a paper on the famed SMO algorithm for support vector machines. In particular, I derive the Lagrangian dual of the classic formulation of the SVM optimization model and show how it can be solved using the stochastic gradient descent algorithm.

You can find the paper here.

Last updated on Feb 13, 2024 09:54 -0500