Quadprog says the problem is non-convex

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monkey_matlab 2016-10-17

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https://ww2.mathworks.cn/matlabcentral/answers/307710-quadprog-says-the-problem-is-non-convex

编辑： Matt J 2016-10-17

Hello, I am trying to get the solution of the SVM algorithm for the two classes listed. I am trying to use quadprog to solve for the variables alpha1 through alpha6.

Can you tell me what I might be doing wrong with setting up quadprog?

Here is my code:

clear all
close all
clc
Class1 = [1 0; 0.5 1; 0.5 1.5];
Class2 = [0 -1; -1 1; 0.5 -1];
x1_c1 = Class1(:,1);
y1_c1 = Class1(:,2);
x2_c2 = Class2(:,1);
y2_c2 = Class2(:,2);
hold on
axis([-2,2,-2,2])
plot(x1_c1, y1_c1, 'ro');
plot(x2_c2, y2_c2, 'b^');
ClassesA = [Class1; Class2]';
f = [-ones(6,1)]';
b = [zeros(1,6)]';
y = [ones(3,1); -ones(3,1)];
Q = (y * y') .* (ClassesA' * ClassesA);
x = quadprog(Q,y)

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Answer 1

Matt J 2016-10-17

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/307710-quadprog-says-the-problem-is-non-convex#answer_239395

编辑：Matt J 2016-10-17

在 MATLAB Online 中打开

Your Q is singular. As one consequence, this makes the problem ill-posed. As another, it makes Q appear numerically to have negative eigenvalues, such that the problem appears non-convex and its minimum unbounded. You must regularize Q in some way, e.g.,

x = quadprog(Q+eye(6)*.000001,y)