Data Science, Machine Learning, Support Vector Machine, Python.
we need N Lagrange multipliers, that is also constrained to be non-negative. The, the Lagrangian function for the SVM boundary equation is: L(w, b, α) = — sum(αᵢ * (yᵢ(wᵀxᵢ + b)— 1)) So, our new objective function is: minimize (1/2) wᵀ w — sum(αᵢ * (yᵢ(wᵀxᵢ + b)— 1)) subject to αᵢ> 0, for all n