Force the GoldfarbIdnaniQuadraticSolver class to use all the defined constraints

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pabl...@gmail.com

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Feb 19, 2014, 7:15:09 AM2/19/14
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Hi everybody,
I am using the GoldfarbIdnaniQuadraticSolver class to solve a support vector regression problem by means of quadratic programming.

The problem is that the found solution does not satisfies all the constraints because some of them remain inactive after finishing the process. Is it any way to force the class to give a solution that satisfies all the constraints?

Cheers.

PS: I am aware of the fact that the SMO algorithm is included in Accord.NET, but that particular algorithm does not suit my needs.

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