Final Quiz 2011

Outliers are allowed to stay outside but they pay a

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Unformatted text preview: to minimize the radius of the circle subject to the constraint that most data ­cases should lay inside it. Outliers are allowed to stay outside but they pay a price proportional their distance from the circle boundary and C. 1. Introduce Lagrange multipliers for the constraints and write down the primal Lagrangian. Use the following notation: {α i } are the Lagrange multipliers for the first constraint and {µi } for the second constraint. 2. Write down all KKT conditions. (Hint: take the derivative w.r.t. R2 instead of R). € € 3. Identify the complementary slackness conditions. Use these condi...
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This note was uploaded on 01/21/2014 for the course CS 273a taught by Professor Alexihler during the Fall '12 term at UC Irvine.

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