title: SVM using quadprog in R
body: <p><a href="http://members.cbio.mines-paristech.fr/~thocking/mines-course/2011-04-01-svm/svm-qp.pdf" rel="nofollow noreferrer">This</a> set of exercises has the student use a QP solver to solve an SVM in R. The suggested solver is the <code>quadprog</code> package. The quadratic problem is given as:</p>
  
  <p><a href="https://i.stack.imgur.com/ASObg.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/ASObg.png" alt="enter image description here"></a></p>
  
  <p>From the remark about the linear SVM, $K=XX'$, $K$ is a singular matrix usually, at most rank $p$ where $X$ is $n\times p$. But the solver <code>quadprog</code> requires a positive definite matrix, not just PSD, in the place of $K$, as mentioned <a href="https://stat.ethz.ch/pipermail/r-help/2004-September/056809.html" rel="nofollow noreferrer">many</a> places (and verified). Any ideas what the instructor had in mind?</p>