LFD Book Forum good tutorials on constrained optimization

#1
02-25-2013, 12:28 PM
 ilya239 Senior Member Join Date: Jul 2012 Posts: 58
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.
#2
02-25-2013, 02:54 PM
 yaser Caltech Join Date: Aug 2009 Location: Pasadena, California, USA Posts: 1,477
Re: good tutorials on constrained optimization

Quote:
 Originally Posted by ilya239 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:

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#3
02-26-2013, 10:34 AM
 ilya239 Senior Member Join Date: Jul 2012 Posts: 58
Re: good tutorials on constrained optimization

Quote:
 Originally Posted by yaser 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.

 Tags lagrangian, optimization

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