LFD Book Forum (http://book.caltech.edu/bookforum/index.php)
-   Homework 7 (http://book.caltech.edu/bookforum/forumdisplay.php?f=136)
-   -   good tutorials on constrained optimization (http://book.caltech.edu/bookforum/showthread.php?t=4029)

 ilya239 02-25-2013 01:28 PM

good tutorials on constrained optimization

What are some good online tutorials on the constrained optimization methods used in lecture (Lagrange multipliers for inequality constraints, and quadratic programming)? I want to better understand why an optimal solution to the problem given to the quadratic solver corresponds to a maximum-margin classifier for the original problem. Many thanks!
p.s. Offline (textbook) references are welcome as well.

 yaser 02-25-2013 03:54 PM

Re: good tutorials on constrained optimization

Quote:
 Originally Posted by ilya239 (Post 9530) What are some good online tutorials on the constrained optimization methods used in lecture (Lagrange multipliers for inequality constraints, and quadratic programming)? I want to better understand why an optimal solution to the problem given to the quadratic solver corresponds to a maximum-margin classifier for the original problem. Many thanks! p.s. Offline (textbook) references are welcome as well.
Here is a textbook reference for optimization:

http://www.stanford.edu/~boyd/cvxbook/

Maximizing the margin was reduced to a condition on the norm of w, and that was shown to be equivalent to the QP problem in this segment of the lecture:

 ilya239 02-26-2013 11:34 AM

Re: good tutorials on constrained optimization

Quote:
 Originally Posted by yaser (Post 9538) Here is a textbook reference for optimization: http://www.stanford.edu/~boyd/cvxbook/
Thanks a lot, this is a good treatment complementary to the ones I've found.

 All times are GMT -7. The time now is 04:02 AM.