Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options answers only not deleted user 97925

The method of Lagrange multipliers finds critical points (including maxima and minima) of a differentiable function subject to differentiable constraints.

13 votes

The proof of equivalent formulas of ridge regression

It's perhaps worth reading about Lagrangian duality and a broader relation (at times equivalence) between: optimization subject to hard (i.e. inviolable) constraints optimization with penalties for …
Matthew Gunn's user avatar
8 votes

KKT in a nutshell graphically

The basic idea of the KKT conditions as necessary conditions for an optimum is that if they don't hold at a feasible point $\mathbf{x}$, then there exists a direction $\boldsymbol{\delta}$ that will i …
Matthew Gunn's user avatar
1 vote

What would happen to the solution of primal SVM problem we had 0 in constraint instead of 1

Then $\mathbf{w} = \mathbf{0}$, $b = 0$ satisfies every constraint, but that's not a useful solution. Stanford Prof. Stephen Boyd has an excellent discussion in lecture 13 of his Convex Optimization …
Matthew Gunn's user avatar