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Can LIBSVM solve optimization problem formulation with 2 variables to optimize?

LIBSVM library seems to be solving standard formulation, how can one solve other convex optimization problem which are different from That Standard form (http://www.csie.ntu.edu.tw/~cjlin/papers/libsvm.pdf eqn 1) ?

Ali
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Palash Kumar
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  • It sounds like you're just asking for a tool for a general quadratic optimization problem that's not a svm. There are [many choices](http://en.wikipedia.org/wiki/Quadratic_programming#Solvers_and_scripting_.28programming.29_languages) for solvers. – josliber Jul 09 '14 at 14:51

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LIBSVM employs specialized optimization algorithms designed for SVM training. In many cases it uses the SMO algorithm that solves in closed form a two-variables quadratic program.

Given that, if you want to extend LIBSVM then you should carefully go through the code and contact the authors, which are usually very kind and reactuve.

Otherwise, if you want to use LIBSVM for other purpose, I would recommend you to look for a general purpose solver instead (MOSEK, CPLEX, or other open source ones....).

AndreaCassioli
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  • My optimization problem is also an SVM formulation. e.g. I have 2 variables to optimize or I can have 2 regularizer terms in objective. – Palash Kumar Jul 08 '14 at 12:33
  • If it doesn't fit the LIBSVM algorithm (or one of the many fork you can find on their website), then you will probably need to either modify their implementation, or do it yourself. I would suggest you to contact the LIBSVM group, they will advise you. – AndreaCassioli Jul 08 '14 at 13:09