How to solve optimization problem using sequential minimal optimization (SMO) in MATLAB

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charu shree 2023-3-18

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编辑： Matt J 2023-3-20

采纳的回答： Matt J

Hello all, I have the following optimization problem .

where

is a column vector of dimension

is also a column vector of dimension

and

is matrix of dimension

and

row vector of

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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Matt J 2023-3-18

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https://ww2.mathworks.cn/matlabcentral/answers/1931050-how-to-solve-optimization-problem-using-sequential-minimal-optimization-smo-in-matlab#answer_1195820

There is this offering on the File Exchange, which I have never used,

https://www.mathworks.com/matlabcentral/fileexchange/63100-smo-sequential-minimal-optimization?s_tid=srchtitle

It might be better just to use quadprog, although that uses a different algorithm.

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charu shree 2023-3-20

Thank you sir for your detailed answer.

Basically,

is the Gaussian radial basis function.

My query is that as both l, j in

and

is from 1 to

, hence the norm inside exponential will always be zero, then how should we tackle this inside the two summations ?

Matt J 2023-3-20

编辑：Matt J 2023-3-20

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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