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Old 05-22-2012, 11:25 PM
sakumar sakumar is offline
Join Date: Apr 2012
Posts: 40
Default Re: What Quadratic Programming Package?

Shown below are two runs with Octave qp, each run twice with the same data. Figure 1 is with @elkka's initialization suggestion. Figure 2 shows the results when the initial alpha is all ones.

The support vector points are circled.

With the right initialization (Figure 1), SVM/QP nails the support vectors every time. Without the initialization, it is less than impressive, only occasionally showing an optimum solution.

Figure 1 always has 3 points circled. Figure 2 is between 3 and 4. Also, the runtimes with the right initialization are a lot less -- obviously because it converges instead of running for max-iterations.

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