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2010 Jul 07
4
constrained optimization
...he authors ported the matlab code of Yinyu Ye
http://www.stanford.edu/~yyye/ <http://www.stanford.edu/%7Eyyye/>)
Currently I'm looking for an implementation of sequential quadratic
programming to replicate SNOPT*. A good reference I found on the web is this
booklet
http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/5456/pdf/imm5456.pdf .
Does anyone know an implementation of such algorithms? Is there any fortran
implementation available useful if I have to implement it?
Thanks in advance
Christophe
* SNOPT: An SQP Algorithm For Large-Scale Constrained Optimization (1997) by
Philip...
2008 Dec 09
1
Can elastic net do binary classification?
Hi, List
The elastic net package (by Hastie and Zou at Stanford) is used to do
regularization and variable selection, it can also do regression. I am
wondering if it can perform binary classification (discrete outcome).
Anybody having similar experience?
Many thanks,
-Jack
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