LowRankQP (version 1.0.6)

Low Rank Quadratic Programming

Description

Solves quadratic programming problems where the Hessian is represented as the product of two matrices. Thanks to Greg Hunt for helping getting this version back on CRAN. The methods in this package are described in: Ormerod, Wand and Koch (2008) "Penalised spline support vector classifiers: computational issues" .

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Install

install.packages('LowRankQP')

Monthly Downloads

501

Version

1.0.6

License

GPL (>= 2)

Maintainer

Last Published

August 10th, 2023

Functions in LowRankQP (1.0.6)