# Questions tagged [constrained-optimization]

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### Learning over non-independent joint distributions

For integer $n\geq 1$, I have a "goodness" function $f_n(F)$ that takes as input a given joint CDF $F$ of $n$ variables, and spits out a number in $[0,1]$ on how "good" $F$ is. The ...
141 views

### Trying to understand the theory behind my similar / better results than XGBoost using a calibrated linear model (GAM)

I just opened a discussion on reddit asking about why/how the calibrated linear models I've been training have been getting similar / better results than XGBoost in my experiments. I was told to cross ...
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### Tree-reweighted belief propagation: optimizing edge appearances $\mu$

I am currently implementing Tree-Reweighted Belief Propagation (TRBP) to optimize edge appearances. The authors in the main manuscript of this work keep the edge appearances, represented by 𝜇, fixed [...
1 vote
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### How to solve alphas (or the dual equation) after getting Lagrangian dual of SVM

I'm trying to learn SVM by myself, and I'm stuck after getting the dual of SVM. I understand getting the dual after the primal. But, I am stuck here. Please help. We assume that the hard margin case ...
83 views

### Full-rank approximation to a square matrix

Let $\bf A$ be an $n \times n$ matrix with rank $r$ where $r<n$. How can I get a full-rank approximation for $\bf A$? In other words, I want to find the rank-$n$ $\bf X$ that minimizes the ...
1 vote
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### How does quadratic programming solve the Support Vector Machine problem?

I have just been reading that Quadratic Programming can be used to solve the Support Vector Machine optimization. My solver can minimize this typ of problem $$\text{J}_{min} = \frac{1}{2}x^TQx + c^Tx$$...
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### Applying constraints within a neural network?

I need to solve a multi-objective problem. I would understand if there is any kind of possibility to cope this issue through a neural network. Hypothetically, I need to put some constraints within ...
21 views

### Optimal Feature Engeneering creation: best optimization method?

basically I would like to solve this problem: (1) say I have N features that I want to transform with a generic f(x, theta) ...
71 views

### Can I use xboost as objective function in an optimization problem?

I am working on a marketing optimization problem, where the goal is maximize profit by optimally allocating spend to different products. Constraint is getting at least 1 Million revenue. As a first ...
1 vote
I am trying to find $$\min_W \|Y-XW \|_F^2$$ $$s.t. \exists ij, W_{ij}\geq0$$ where X is input data and Y is the output data we try to fit to. This is a convex optimization problem that can be ...