On the primal-dual dynamics of Support Vector Machines

Published in "arXiv preprint arXiv:1805.00699 "
Krishna Chaitanya Kosaraju , Shravan Mohan , Ramkrishna Pasumarthy

The aim of this paper is to study the convergence of the primal-dual dynamics pertaining to Support Vector Machines (SVM). The optimization routine, used for determining an SVM for classification, is first formulated as a dynamical system. The dynamical system is constructed such that its equilibrium point is the solution to the SVM optimization problem. It is then shown, using passivity theory, that the dynamical system is global asymptotically stable. In other words, the dynamical system converges onto the optimal solution asymptotically, irrespective of the initial condition. Simulations and computations are provided for corroboration.