In the notebook svm_IPmethods.ipynb, Interior Point Methods are used to solve SVM. Two methods are implemented:
- Barrier method
- PDIP (Primal-Dual Interior Point method)
These methods are techniques to solve quadratic programming(QP) problems and Since support vector machines (SVM) can be solved by QP, they have been used. For more information about these methods, you can refer to chapter 11 of Convex Optimization book by Stephen Boyd.