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  #18  
Old 08-24-2012, 02:52 PM
invis invis is offline
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Join Date: Jul 2012
Posts: 50
Default Re: Quadratic programming

Hmm, my SV looks pretty strange
Code:
    options = optimset("MaxIter", 400);
    H = (Y*Y') .* (X*X');
    A = Y';
    q=-1*ones(n,1);
    b=0;
    lb=zeros(n,1);
    ub=10^10*ones(n,1);
    alpha0 = qp ([], H+(eye(n)*10^-15), q, A, b, lb, ub, options);
    alpha = qp (alpha0, H, q, A, b, lb, ub, options);
After this I have Alpha vector size of n. Next check what of alphas bigger then threshold (mine is 10^-5). If Alpha[2] bigger then threshold this mean that X[2,:] (X is my n*2 matrix with points) is one of support vectors
Ok, look at this vectors (small black line is my f):





Some of them pretty good, I place here only strange. Any ideas about behavior of this support vectors ?


Or it is a part of homework ? Because I check with n=100 and vectors looks better, but some time some of them still strange
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