Support Vector Elastic Net

Support vector elastic net (SVEN) is a method which formulates elastic net regression problem as a support vector machine (SVM) binary classification problem. The motivation is to understand the mathematical algorithms and theories about solving primal SVM.

I started this project from scratch based on the following research papers:

1. A Reduction of the Elastic Net to Support Vector Machines with an Application to GPU Computing (Zhou, Chen & Song, 2015)
2. Training a Support Vector Machine in the Primal (Chapelle, 2006)
3. A modified finite Newton method for fast solution of large scale linear svms (Keerthi & DeCoste, 2005)