  Recent empirical evidence suggests that the Weston-Watkins support vector
machine is among the best performing multiclass extensions of the binary SVM.
Current state-of-the-art solvers repeatedly solve a particular subproblem
approximately using an iterative strategy. In this work, we propose an
algorithm that solves the subproblem exactly using a novel reparametrization of
the Weston-Watkins dual problem. For linear WW-SVMs, our solver shows
significant speed-up over the state-of-the-art solver when the number of
classes is large. Our exact subproblem solver also allows us to prove linear
convergence of the overall solver.
