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    Dharshan Kumar
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    The document describes the steps to convert an inequality constraint into equality constraints for use in the Lagrangian function. It introduces a surplus variable s2 to transform g(x) ≥ 0 into g(x) - s2 = 0, s2 ≥ 0. It then defines the Lagrangian L(x, λ, s) and takes the partial derivatives with respect to x, λ, and s to obtain the optimality conditions (1), (2), and (3).

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    svm.docx

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    The document describes the steps to convert an inequality constraint into equality constraints for use in the Lagrangian function. It introduces a surplus variable s2 to transform g(x) ≥ 0 into g(x) - s2 = 0, s2 ≥ 0. It then defines the Lagrangian L(x, λ, s) and takes the partial derivatives with respect to x, λ, and s to obtain the optimality conditions (1), (2), and (3).

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    10 views1 page

    SVM

    Uploaded by

    Dharshan Kumar
    The document describes the steps to convert an inequality constraint into equality constraints for use in the Lagrangian function. It introduces a surplus variable s2 to transform g(x) ≥ 0 into g(x) - s2 = 0, s2 ≥ 0. It then defines the Lagrangian L(x, λ, s) and takes the partial derivatives with respect to x, λ, and s to obtain the optimality conditions (1), (2), and (3).

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    of 1

    Step1:

    Convert g ( x)=5x1  6 x2  30  0 into equality constraints by subtracting a positive


    surplus variable s 2 . But finally we should discard it.
    g ( x)  s 2  0; s 2  0. Why s 2 ?.
    Step2. Write Lagrangian Function
    L( x,   0, s )  f ( x) -   g ( x)  s 2  minus in the second term is crucial
    At optimal point
    L
     0  f ( x)  g ( x)  0 vector        (1)
    x
    L
     0   g ( x )  s 2   0  g ( x)  0      (2)
    
    L
     0   s  0,
    s
    But s=0  g ( x)  0, s  0  g ( x)  0.
    L
      0   s  0   g ( x)  0      (3)
    s

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