wiki:WikiStart

Version 4 (modified by anonymous, 16 years ago) (diff)

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Welcome to the SVM-QP home page

Introduction

SVM-QP (Support Vector Machines Quadratic Programming solver) is a software package that solves 2-norm soft margin support vector machine classification problem. The problems is formulated as a convex QP of the following form

   min     x'Qx - e'x
x in R^n

s.t.       a'x=0
           0 <= x <= C

where e is the vector of ones, a is a vector of lables (1 or -1) of the data, and C is the panalty parameter associated with the violation of the margin constraint.

SVM-QP is designed for large-scale SVM problems. The underlying algorithm is an active set method for convext QPs. Here is the paper describing the algorithm and containing computational comparison with SVMlight.

The first versions is a Fortran 77 code which is designed to trade memory for efficiency. Currently, this is the most time efficient version of SVM-QP. A memory saving versions, which is somewhat slower will be available soon. A beta versions can be obtained by contacting Katya Scheinberg. The current version is desinged to ba called as a subroutine where the burden of parsing the data and arranging it into appropriate data structures lies with the user.

The C++ version of the software is under development by Alexandre Belloni and will be available in the near future. Additionally the C++ version will include the ability compute a path of optimal solutions for any given range of parameter $C$.


Background

SVM-QP is released as open source code under the Common Public License (CPL). It is available from the COIN-OR initiative. [ http://www.research.ibm.com/people/k/katya Katya Scheinberg] is the COIN project leader for SVM-QP.

You can obtain the Ipopt code either via subversion or in form of nightly generated tarballs. If you want to use subversion (recommended, because it makes it easier for you to obtain updates), please refer to the documentation. To get the tarball, go to the COIN tarball directory, and look for a file like ipopt-3.x.x.tar.gz at the lower part of the list (note that the Ipopt_2005xxx.tgz files are for the old Fortran version!).

Individual files can also be obtained from the svn web interface (see the "Browse Source" button above). The Ipopt distribution can be used to generate a library that can be linked to one's own C++, C, or Fortran code, as well as a solver executable for the AMPL modeling environment. It also includes an interface to CUTEr. IPOPT can be used on Linux/UNIX platforms and Windows. A Matlab interface is currently being developed (monitor this).

As open source software, the source code for Ipopt is provided without charge. You are free to use it, also for commercial purposes. You are also free to modify the source code (with the restriction that you need to make your changes public if you decide to distribute your version in any way, e.g. as an executable); for details see the CPL license. And we are certainly very keen on feedback from users, including contributions!

In order to compile Ipopt, certain third party code is required (such as some linear algebra routines, or the AMPL Solver Library). Those are available under different conditions/licenses.

We provide this program in the hope that it may be useful to others, and we would very much like to hear about your experience with it. If you found it helpful and are using it within our software, we encourage you to add your feedback to these wiki-based webpages, Success Stories.

Since a lot of time and effort has gone into Ipopt's development, please cite the following publication if you are using Ipopt for your own research:

  1. Wächter and L. T. Biegler, On the Implementation of a Primal-Dual Interior Point Filter Line Search Algorithm for Large-Scale Nonlinear Programming, Research Report, IBM T. J. Watson Research Center, Yorktown, USA, (March 2004 - accepted for publication in Mathematical Programming)

Documentation

This is a new version of code that has been previously released as Fortran code (see Home Page for pre-3.0 version of Ipopt (Fortran Version)). This new version has been released on Aug 26, 2005, and these webpages are still being updated.

Online documentation, including instructions for downloading and installing Ipopt, is available at http://www.coin-or.org/Ipopt/documentation/. A PDF version of this documentation can be downloaded here.

We have also a mailing list where you can subscribe to get notifications about updates and to post questions and comments regarding Ipopt.

Make sure you visit the FAQ (Frequently Asked Questions) if you want to know more.


COIN-OR Initiative

FAQ (Frequently Asked Questions)

mailing list

Success Stories

Home Page for pre-3.0 version of Ipopt (Fortran Version)