ipop-class | R Documentation |
The quadratic problem solver class
Objects can be created by calls of the form new("ipop", ...)
.
or by calling the ipop
function.
primal
:Object of class "vector"
the primal
solution of the problem
dual
:Object of class "numeric"
the dual of the
problem
how
:Object of class "character"
convergence information
signature(object = "ipop")
: Return the primal of
the problem
signature(object = "ipop")
: Return the dual of
the problem
signature(object = "ipop")
: Return information on
convergence
Alexandros Karatzoglou
alexandros.karatzoglou@ci.tuwien.ac.at
ipop
## solve the Support Vector Machine optimization problem
data(spam)
## sample a scaled part (300 points) of the spam data set
m <- 300
set <- sample(1:dim(spam)[1],m)
x <- scale(as.matrix(spam[,-58]))[set,]
y <- as.integer(spam[set,58])
y[y==2] <- -1
##set C parameter and kernel
C <- 5
rbf <- rbfdot(sigma = 0.1)
## create H matrix etc.
H <- kernelPol(rbf,x,,y)
c <- matrix(rep(-1,m))
A <- t(y)
b <- 0
l <- matrix(rep(0,m))
u <- matrix(rep(C,m))
r <- 0
sv <- ipop(c,H,A,b,l,u,r)
primal(sv)
dual(sv)
how(sv)
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