An iterative reweighted least squares (IRWLS) procedure recently proposed is shown to converge to the support vector machine solution. The convergence to a stationary point is ensured by modifying the original IRWLS procedure.
['Fernando Perez-Cruz', 'Carlos Bousoño-Calzón', 'Antonio Artés-Rodríguez']
Convergence of the IRWLS Procedure to the Support Vector Machine Solution