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Old 05-20-2013, 09:28 PM
marek marek is offline
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Join Date: Apr 2013
Posts: 31
Default Re: Q8-Q10, computing b, Ein non-zero

I'm having a similar issue and am using python cvxopt. First off the alphas are never identically 0. They are extremely close, but always just a little bit off. Is it supposed to give identically 0, or is what I'm experiencing typical?

As a result, in the calculation of w, I ignored alpha's that were not at least 10^-5 away from 0. And then depending on which remaining SV I select, my b values differ very slightly. As a result, I imagine this is what is causing a small fraction of cases to have nonzero Ein (however in my case, its very rare. Only 2 out of 1000).

I am quite unhappy with how things are turning out, as none of this feels right. But unfortunately I have no idea how to fix it -- this seems to be internal to this QP solver.
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