The advantage of SMO lies in the fact that solving for two Lagrange multipliers can be done
analytically. Thus, numerical QP optimization is avoided entirely. The inner loop of the
algorithm can be expressed in a short amount of C code, rather than invoking an entire QP library
routine. Even though more optimization sub-problems are solved in the course of the algorithm,
each sub-problem is so fast that the overall QP problem is solved quickly.