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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 Fall '12
 AlexIhler
 Machine Learning, the00, in00

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