An extended Lagrangian support vector machine for classifications*
Xiaowei Yang, Lei Shu, Zhifeng Hao, Yanchun Liang, Guirong Liu, Xu Han · Progress in Natural Science Materials International · 2004
Lagrangian support vector machine (LSVM) cannot solve large problems for nonlinear kernel classifiers. In order to extend the LSVM to solvevery large problems, an extended Lagrangian support vector machine (ELSVM) for classifications based on LSVM and SVMlight is presented in this paper. Our idea for the ELSVM is to divide a large quadratic programming problem into a series of subproblems with small size and to solve them via LSVM. Since the LSVM can solve small and medium problems for nonlinear kernel classifiers, the proposed ELSVM can be used to handle large problems very efficiently. Numerical experiments on different types of problems are performed to demonstrate the high efficiency of the ELSVM.