Massively parallel solution of quadratic programs via successive overrelaxation
نویسندگان
چکیده
منابع مشابه
On the Successive Overrelaxation Method
Problem statement: A new variant of the Successive Overrelaxation (SOR) method for solving linear algebraic systems, the KSOR method was introduced. The treatment depends on the assumption that the current component can be used simultaneously in the evaluation in addition to the use the most recent calculated components as in the SOR method. Approach: Using the hidden explicit characterization ...
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Norms, primarily of theoretical interest, of the successive overrelaxation method, with a relaxation parameter other than the optimum one, are studied. New results on this subject are presented and compared with those of Wachspress [8].
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Abstract: Training a SVR (support vector regression) requires the solution of a very large QP (quadratic programming) optimization problem. Despite the fact that this type of problem is well understood, the existing training algorithms are very complex and slow. In order to solve these problems, this paper firstly introduces a new way to make SVR have the similar mathematic form as that of a su...
متن کاملSuccessive overrelaxation for support vector machines
Successive overrelaxation (SOR) for symmetric linear complementarity problems and quadratic programs is used to train a support vector machine (SVM) for discriminating between the elements of two massive datasets, each with millions of points. Because SOR handles one point at a time, similar to Platt's sequential minimal optimization (SMO) algorithm which handles two constraints at a time and J...
متن کاملOn the modified successive overrelaxation method
Keywords: SOR KSOR MSOR MKSOR and iterative methods a b s t r a c t New forms of the modified successive overrelaxation (MSOR); MKSOR, MKSOR1 and MKSOR2 are introduced. These forms depend on the updated successive overrelaxation method (KSOR) and the combination of the SOR and the KSOR methods. We present analysis of the convergence of the MKSOR methods with fixed parameters for solving linear ...
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ژورنال
عنوان ژورنال: Concurrency: Practice and Experience
سال: 1993
ISSN: 1040-3108,1096-9128
DOI: 10.1002/cpe.4330050802