Support vector classifiers via gradient systems with discontinuous righthand sides
Leonardo Valente Ferreira, Eugenius Kaszkurewicz, Amit Bhaya · 2005
This paper implements support vector machines (SVM) for the discrimination of nonseparable classes using gradient systems with discontinuous righthand sides. The gradient systems are obtained from an exact penalty method applied to the constrained quadratic optimization problems. Global convergence to the solution of the corresponding constrained problems is shown to be independent of the penalty parameters and of the regularization parameter of the SVM.