The HPSVM Procedure
References
Burges, C. J. C. (1998). “A Tutorial on Support Vector Machines for Pattern Recognition.” Data Mining and Knowledge Discovery 2:121–167.
Cristianini, N., and Shawe-Taylor, J. (2000). An Introduction to Support Vector Machines and Other Kernel-Based Learning Methods. New York: Cambridge University Press.
Gertz, E. M., and Griffin, J. D. (2005). Support Vector Machine Classifiers for Large Data Sets. Technical Report ANL/MCS-TM-289, Mathematics and Computer Science Division, Argonne National Laboratory.
Gertz, E. M., and Griffin, J. D. (2010). “Using an Iterative Linear Solver in an Interior-Point Method for Generating Support Vector Machines.” Computational Optimization and Applications 47:431–453.
Vapnik, V. N. (1995). The Nature of Statistical Learning Theory. New York: Springer-Verlag.