Alternating Direction Method of Multipliers (ADMM) for Support Vector Machine (SVM)

The following details are available at Craft:

• Instruction about alternating direction method of multipliers (ADMM) and augmented Lagrangian method (ALM)
• Derivation of ADMM for SVM
• Simulation results in MATLAB

Reference

1. Rensselaer Polytechnic Institute, Spring 2022, MATP 4820 Computational Optimization by Prof. Yangyang Xu, Final Project of MATP4820.
2. Ye, Gui–Bo, Yifei Chen, and Xiaohui Xie. "Efficient variable selection in support vector machines via the alternating direction method of multipliers." Proceedings of the Fourteenth International Conference on Artificial Intelligence and Statistics. JMLR Workshop and Conference Proceedings, 2011. [link]