rwalk

#  This gist solves the hard-margin SVM problem in three ways: using quadprog, using kernlab's ipop, and by 
#  the e1071 wrapper around libsvm.
#
#  author: R. Walker  (r_walker@zoho.com)
#  LICENSE: MIT
library("quadprog")
library("kernlab")
library("e1071")

# Use Fisher iris data and binarize one of the species

rwalk

#  This gist compares three methods for solving a randomly generated quadratic program in R.
#  author: R. Walker  (r_walker@zoho.com)
#  LICENSE: MIT
library(quadprog)
library(kernlab)
library(ipoptr)
library(ggplot2)
library(reshape2)
#########################################################
# Random QP Generation (in the style of quadprog)

rwalk

ipoptr_qp <- function(Dmat, dvec, Amat, bvec, ub=100){
  # Solve the quadratic program
  #
  # min -d^T x + 1/2 x^T D x
  #   s.t. A%*%x>= b
  #
  # with ipoptr.
  
  n <- length(bvec)
  # Jacobian structural components