Abstract:Considerable efforts have been devoted to the implementation of efficient optimization method for solving the Support Vector Machine dual problem. This document proposes an historical perspective and an in depth review of the algorithmic and computational issues associated with this problem.

@incollection{bottou-lin-2006,
  author = {Bottou, L\'{e}on and Lin, Chih-Jen},
  title = {Support Vector Machine Solvers},
  pages = {301-320},
  editor = {Bottou, L\'{e}on and Chapelle, Olivier and {DeCoste}, Dennis and Weston, Jason},
  booktitle = {Large Scale Kernel Machines},
  publisher = {MIT Press},
  address = {Cambridge, MA.},
  year = {2007},
  url = {http://leon.bottou.org/papers/bottou-lin-2006},
}

The following errors were present in the book version

• Equation (4) should be a minimization $\min_{w,b,\xi} {\cal P}(w,b,\xi)$.
• Equation (6) should read $\hat{y}(x)=w^{*\top}x+b^*=\sum_{i=1}^{n} y_i \alpha_i K(x_i,x)+b^*$.

These errors have been corrected in the technical report.

• The SVQP and SVQP2 pages.
• Chih-Jen Lin's page about LibSVM.
• Thorsten Joachims' pages about SvmLight.
• John Platt's page about SMO.