Convergence of the IRWLS Procedure to the Support Vector Machine Solution
Fernando Pérez‐Cruz, Carlos Bousoño‐Calzón, Antonio Artés-Rodrı́guez · Neural Computation · 2004
An iterative reweighted least squares (IRWLS) procedure recently proposed is shown to converge to the support vector machine solution. The convergence to a stationary point is ensured by modifying the original IRWLS procedure.