SVM-Optimization and Steepest-Descent Line Search

@inproceedings{Simon2009SVMOptimizationAS,
  title={SVM-Optimization and Steepest-Descent Line Search},
  author={Hans Ulrich Simon and Nikolas List},
  booktitle={COLT},
  year={2009}
}
We consider (a subclass of) convex quadratic optimization problems and analyze decomposition algorithms that perform, at least approximately, steepest-descent exact line search. We show that these algorithms, when implemented properly, are within ǫ of optimality after O(log 1/ǫ) iterations for strictly convex cost functions, and after O(1/ǫ) iterations in the general case. Our analysis is general enough to cover the algorithms that are used in software packages like SVMTorch and (first or… CONTINUE READING
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