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Optimization Theory Primal Optimization Problem subject to: Primal Optimal Value:

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Presentation on theme: "Optimization Theory Primal Optimization Problem subject to: Primal Optimal Value:"— Presentation transcript:

1 Optimization Theory Primal Optimization Problem subject to: Primal Optimal Value:

2 Optimization Theory Convex Optimization Problem subject to: : convex functions

3 Optimization Theory Primal Lagrangian function subject to:

4 Optimization Theory Kuhn-Tucker Theory KKT Complementarity Condition

5 Optimization Theory Dual Lagrangian Function

6 Optimization Theory Dual Optimization problem subject to: Primal subject to: Dual For convex optimization problem:

7 Support Vector Machine (SVM) SVM Classification Regression Linear SVM Nonlinear SVM

8 Support Vector Machine (SVM) Linear SVM Training Prediction

9 Support Vector Machine (SVM) Linear SVM Training Training dataset: Optimal Separating Hyperplane:

10 Support Vector Machine (SVM) Linear SVM Prediction Testing dataset:

11 Support Vector Machine (SVM) Linear SVM: Separable case The optimal hyperplane is obtained by maximizing the margin Support vectors

12 Support Vector Machine (SVM) Linear SVM: Separable case Primal Problem

13 Support Vector Machine (SVM) Linear SVM: Separable case

14 Support Vector Machine (SVM) Linear SVM: Separable case

15 Support Vector Machine (SVM) Linear SVM: Separable case

16 Support Vector Machine (SVM) Linear SVM: Separable case Dual Problem

17 Support Vector Machine (SVM) Linear SVM: Separable case

18 Support Vector Machine (SVM) Linear SVM: Non-separable case

19 Support Vector Machine (SVM) Linear SVM: Non-separable case

20 Support Vector Machine (SVM) Linear SVM: Non-separable case

21 Support Vector Machine (SVM) Linear SVM: Non-separable case (Primal Problem) Subject to:

22 Support Vector Machine (SVM) Linear SVM: Non-separable case (Primal Problem)

23 Support Vector Machine (SVM) Linear SVM: Non-Separable case

24 Support Vector Machine (SVM) Linear SVM: Non-separable case (Implementation) Quadratic programming Problem


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