One embodiment of the present invention provides a system that performs
high-level parallelization of large scale quadratic-problem (QP)
optimization. During operation, the system receives a training dataset
comprised of a number of data vectors. The system first determines to
what extent each data vector violates conditions associated with a
current support vector machine (SVM). The system then sorts the data
vectors based on each data vector's degree of violation. Next, the system
partitions the sorted data vectors into a number of prioritized subsets,
wherein the subset with the highest priority contains the largest number
of violators with the highest degree of violation. The system
subsequently solves in parallel a QP optimization problem for each subset
based on the subset's priority. The system then constructs a new SVM to
replace the current SVM based on the QP optimization solution for each
subset.