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Old 08-26-2012, 11:21 AM
munchkin munchkin is offline
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Join Date: Jul 2012
Posts: 38
Default Re: MATLAB, but no quadprog

Quote:
Originally Posted by the cyclist View Post
Here are the options as I see them:
  • Write my own quadratic programming solver from scratch
This is actually not that bad an option and you learn quite a bit about the whole SVM and constraint optimization thing while doing it.

This paper is clearly written and has an SVM algorithm presented in great detail and it explains how to incorporate other kernels into the routine.
http://www.csie.ntu.edu.tw/~cjlin/pa...uadworkset.pdf

I've got it running in C#. It didn't take long to code -- most of the development time has been in testing. Now I actually understand what was derived in that lecture!
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