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Old 09-02-2012, 11:50 AM
Willem Willem is offline
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Join Date: Jun 2012
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Default Why is CVXOPT slower than LIBSVM?

libsvm runs all problems in a few seconds or less, while cvxopt takes quite a bit longer. I wonder what's the reason for this, since using cvxopt is quite a basic routine and optimized for quadratic programming. The only reason I can think of is that for SVMs many solutions are equal to 0 and somehow this is built into the libsvm solver since it's targeted for SVMs. Does anybody know if this is the case or are there other tricks too? Thanks!
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cvxopt, libsvm, quadratic, svm

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