SVM optimization problem
This was a homework done for a convex optimization class and it's objective is to introduce the optimization problem behind the Support Vector Machines for classification tasks.
tex file was used to give a presentation of the homework and it contains all
the mathematical formulation to explain the SVM optimization problem and how it is
used to be solved.
The code was written in Matlab and uses the CVX package to
solve the discussed convex problem.
The example used in the presentation can be run just using the file
One should note some weird results when running the code; the results always prints
something about the primal and dual problems, even when I tried to solve just one of
them (feel free to fork and make it right).
I made more detailed notes about the subject and I would be happy to share them. If you think they could help, just drop me an email.