Twin-SVM

MATLAB, CVX This project is created for homework 6 of Convex Optimization course at Tsinghua University, presented by Dr. Li Li. This homework requires us to implement twin SVM and its dual problem. In this project, we take use of CVX to slove the optimization problem. 'twin_svm.m' is the implementation of the prim problem, while 'twin_svm_dual.m' is its dual form. Besides, 'main.m' provides codes to generate training data and testing data, and for 2 dimensional data the program can return some illustration graph. You can add proper breaking points to view the figures one by one.