Capped -Norm Proximal Support Vector Machine

Algorithm 1

CPSVM solving algorithm.

	Input: Training input data matrix , , maximum iteration number , and parameter .
	Process:
(1)	Initialize iteration number , .
(2)	Repeat
	Compute and by (18), ;
	Compute and by solving , ;
	Set ;
	Until reaching maximum iteration number or convergence.
	Output: and .
	Predict: Assign the class of according to (11).