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Old 08-24-2012, 12:18 PM
tadworthington tadworthington is offline
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Location: Chicago, IL
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Default Question about the constraints in Quadratic Programming

So I'm trying to do the SVM problems, and I am running into a problem with the package I'm using (CVXOPT in Python) complaining that the rank of the 'A' matrix is less than p, where A is an nxp matrix.

The thing is, the rank of the matrix IS less than p - the 'A' matrix is y^{T}. So y^{T}\alpha = 0 is problematic, since y^{T} is problematic. I don't understand QP well enough to understand why this matrix has to have 'full' rank, but it seems to. Anybody else running into this problem?
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