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Add open-source version of gurobi optimizations #29

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skent259 opened this issue Mar 8, 2021 · 1 comment
Open

Add open-source version of gurobi optimizations #29

skent259 opened this issue Mar 8, 2021 · 1 comment
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@skent259
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skent259 commented Mar 8, 2021

Currently methods 'mip' and 'qp-heuristic' for mismv() and mildsvm() are only implemented in Gurobi, which is not open source. Consider adding an option to have these in an open-source implementation, if possible.

Related to #8

@skent259 skent259 added this to the 1.0.0 milestone Apr 20, 2022
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Note that this is important for users with large data sets and without access to Gurobi, since misvm(..., method="heuristic") does not have a pre-computed kernel matrix option.

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