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Based on KKT complementary condition in optimization theory, an unconstrained non-differential optimization model for support vector machine is proposed. An adjustable entropy function method is given to deal with the proposed optimization problem and the Newton algorithm is used to figure out the optimal solution. The proposed method can find an optimal solution with a relatively small parameter p, which avoids the numerical overflow in the traditional entropy function methods. It is a new approach to solve support vector machine. The theoretical analysis and experimental results illustrate the feasibility and efficiency of the proposed algorithm.