How to solve optimization problem using sequential minimal optimization (SMO) in MATLAB
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charu shree
el 18 de Mzo. de 2023
Hello all, I have the following optimization problem .
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/1328915/image.jpeg)
where
is a column vector of dimension
,
is also a column vector of dimension
and
is matrix of dimension
and
is
row vector of
.
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/1330835/image.png)
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/1330840/image.png)
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/1330845/image.png)
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/1330840/image.png)
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/1330850/image.png)
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/1330855/image.png)
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/1330860/image.png)
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/1330865/image.png)
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/1330850/image.png)
My query is How to solve it using sequential minimal optimization (SMO) in MATLAB ?
Any help in this regard will be highly appreciated.
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Respuesta aceptada
Matt J
el 18 de Mzo. de 2023
There is this offering on the File Exchange, which I have never used,
7 comentarios
Matt J
el 20 de Mzo. de 2023
Editada: Matt J
el 20 de Mzo. de 2023
My query is that as both l, j in and is from 1 to L_t, hence the norm inside exponential will always be zero, then how should we tackle this inside the two summations ?
No, the norm will be non-zero whenever the vectors pr[l] and pr[j] are different. Also, this seems far afield now from your originally-posted question. Even if all the norms were zero, the ways to proceed with the optimization, which Torsten and I have already described, would not change.
If your original question has been answered, please Accept-click the answer and post any new questions you may have in a new thread.
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