Let V=R^d and (x_i,y_i)_(1<=i<=n) in (V*{−1,1})^n Let C={(w,b) in V*R:1−y_i(w^tx_i−b)<=0,AAi in [1,n]} Show that min_((w,b) in C)||w||^2 has a solution (w,b)

Paloma Sanford

Paloma Sanford

Answered question

2022-10-23

Let V = R d and ( x i , y i ) 1 i n ( V × { 1 , 1 } ) n
Let C = { ( w , b ) V × R : 1 y i ( w t x i b ) 0 , i [ 1 , n ] }
Show that m i n ( w , b ) C | | w | | 2 has a solution ( w , b )
What I tried:
| | w | | 2 is clearly continuous, I proved that C is closed. If C is bounded, then C is compact and the solution exists (In this case, I don't know how to prove that C is bounded). If C is not bounded, I don't know how to conclude either.

Answer & Explanation

Alannah Yang

Alannah Yang

Beginner2022-10-24Added 22 answers

First, you need to check that the set C otherwise there will be no solution. If C then let x be any point in C. Now, let the set B = { y   :   | | y | | 2 | | x | | 2 }. Since B is compact and C is closed the set B C is compact. Note that m i n ( w , b ) C | | w | | 2 = m i n ( w , b ) B C | | w | | 2 . Since | | w | | 2 is continuous and B is compact you know that there must exist a solution.
In general, if you are solving min x S f ( x ) and the level sets L q = { x : f ( x ) q } are compact and S is closed then there will be a solution by following a similar argument as above.

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