sdpt3r (version 0.3)

dwd: Distance Weighted Discrimination

Description

dwd creates input for sqlp to solve the Distance Weighted Discrimination problem - Given two sets of points An and Ap, find an optimal classification rule to group the points as accurately as possible for future classification.

Usage

dwd(Ap, An, penalty)

Arguments

Ap

An nxp point configuration matrix

An

An nxp point configuration matrix

penalty

A real valued scalar penalty for moving points across classification rule

Value

X

A list containing the solution matrix to the primal problem

y

A list containing the solution vector to the dual problem

Z

A list containing the solution matrix to the dual problem

pobj

The achieved value of the primary objective function

dobj

The achieved value of the dual objective function

Details

Solves the distance weighted discrimination problem. Mathematical and implementation details can be found in the vignette

Examples

# NOT RUN {
data(Andwd)
data(Apdwd)
penalty <- 0.5

#Not Run
#out <- dwd(Apdwd,Andwd,penalty)

# }