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Old 02-25-2013, 01:28 PM
ilya239 ilya239 is offline
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Question 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.
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Old 02-25-2013, 03:54 PM
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yaser yaser is offline
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Default Re: good tutorials on constrained optimization

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Originally Posted by ilya239 View Post
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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Old 02-26-2013, 11:34 AM
ilya239 ilya239 is offline
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Default Re: good tutorials on constrained optimization

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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.
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