ipop-class function

Class "ipop"

The quadratic problem solver class class

Objects from the Class

Objects can be created by calls of the form new("ipop", ...). or by calling the ipop function.

Slots

• 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

Methods

• primal: signature(object = "ipop"): Return the primal of the problem
• dual: signature(object = "ipop"): Return the dual of the problem
• how: signature(object = "ipop"): Return information on convergence

Author(s)

Alexandros Karatzoglou

alexandros.karatzoglou@ci.tuwien.ac.at

See Also

ipop

Examples

## 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)