xxuffei的博客

1 原问题约定：Data=(xi,yi)i=1N,xi∈Rp, yi∈{1,−1}{(x_i,y_i)}_{i=1}^N,\quad x_i\in R^p,\ y_i\in \{1,-1\}(xi​,yi​)i=1N​,xi​∈Rp, yi​∈{1,−1},则SVM变为如下的最优化问题：(1){min12wTws.t.yi(wTxi+b)≥1⟺1−yi(wTxi+b)≤0\left\{\begin{array}{l}min \frac{1}{2}w^T w \\s.t. y_i