Python凸优化求解cvxopt包+实战SVM+补充np.dot, np.matmul, np.multiply! |
文章目录
一. 预备知识
- 约束优化问题:
min w f ( w ) s.t. g i ( w ) ≤ 0 ( i = 1 , … , k ) (1) \begin{array}{c}{\min _{w} f(w)} \\\\ {\text { s.t. } g_{i}(w) \leq 0 \quad(i=1, \ldots, k)}\end{array}\tag{1}