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Hello,
I wonder, is it intentional to have 1/2 ||w||^2 +C \sum \xi_i^2
instead of 1/2 ||w||^2 +C \sum \xi_i
which we have seen in the course (i.e. without square on \xi) ?
I have a vague recollection that with quadratic penalty the problem
becomes non-convex.
/Jacob
Vinay Jethava
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Mar 3, 2012, 9:43:23 AM3/3/12
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Yes that is intentional
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