LowRankQP

CRANLowRankQPMaRDI QIDQ5983207FDOQ5983207

Low Rank Quadratic Programming

John T. Ormerod, Matt P. Wand

Last update: 10 August 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.1, 1.0.2, 1.0.3, 1.0.4, 1.0.5, 1.0, 1.0.6

Description

Solves quadratic programming problems where the Hessian is represented as the product of two matrices. Thanks to Greg Hunt for helping getting this version back on CRAN. The methods in this package are described in: Ormerod, Wand and Koch (2008) "Penalised spline support vector classifiers: computational issues" <doi:10.1007/s00180-007-0102-8>.

Cites work

• Penalized spline support vector classifiers computational issues

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