I have been studying SVM lately, following Andrew Ng's CS229 lecture notes. I can understand most of the notes. But for the case where the KKT condition is satisfied at
alpha = C, I am not sure what that means.
I know that for
alpha = 0, the KKT condition is satisfied with inequality constraint, namely, the point lies above the decision function
yi * (w' * xi + b) = 1. And for
0 < alpha < C, the KKT condition is satisfied with equality constraint, namely, the point is a support vector. Now as for the case where
alpha = C, I wonder what does this mean, does it mean that the point violate the constraint and that the penalty is
C * slack_variable?