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

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charu shree
charu shree 2023-3-18
编辑： Matt J 2023-3-20
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 is 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
Matt J 2023-3-18
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
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
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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