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external
pr_loqo.h
Go to the documentation of this file.
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/*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or
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* (at your option) any later version.
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*
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* Purpose: solves quadratic programming problem for pattern recognition
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* for support vectors
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*
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* Written (W) 1997-1998 Alex J. Smola
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* Written (W) 1999-2009 Soeren Sonnenburg
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* Written (W) 1999-2008 Gunnar Raetsch
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* Copyright (C) 1997-2009 Fraunhofer Institute FIRST and Max-Planck-Society
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*/
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namespace
shogun
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{
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/* verbosity levels */
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#define QUIET 0
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#define STATUS 1
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#define FLOOD 2
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/* status outputs */
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#define STILL_RUNNING 0
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#define OPTIMAL_SOLUTION 1
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#define SUBOPTIMAL_SOLUTION 2
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#define ITERATION_LIMIT 3
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#define PRIMAL_INFEASIBLE 4
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#define DUAL_INFEASIBLE 5
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#define PRIMAL_AND_DUAL_INFEASIBLE 6
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#define INCONSISTENT 7
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#define PRIMAL_UNBOUNDED 8
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#define DUAL_UNBOUNDED 9
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#define TIME_LIMIT 10
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/*
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* solve the quadratic programming problem
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*
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* minimize c' * x + 1/2 x' * H * x
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* subject to A*x = b
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* l <= x <= u
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*
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* for a documentation see R. Vanderbei, LOQO: an Interior Point Code
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* for Quadratic Programming
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*/
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int32_t
pr_loqo
(
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int32_t n, int32_t m,
float64_t
c[],
float64_t
h_x[],
float64_t
a[],
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float64_t
b[],
float64_t
l[],
float64_t
u[],
float64_t
primal[],
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float64_t
dual[], int32_t verb,
float64_t
sigfig_max, int32_t counter_max,
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float64_t
margin,
float64_t
bound, int32_t restart);
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}
SHOGUN
Machine Learning Toolbox - Documentation