ISE 233 HW #2

Due 11:59 PM on April 4th, 2021 (Sunday)

Problem 1 (Lagrange multiplier with equality constraints): Find the maximum and
minimum of 𝑓(𝑥, 𝑦, 𝑧) = 4𝑦 − 2𝑧 subject to the constraints 2𝑥 − 𝑦 − 𝑧 = 2 and 𝑥 2 +
𝑦 2 = 1.
Solution:

Problem 2 (Lagrange multiplier with inequality constraints): Minimize 𝑓(𝑥, 𝑦) =

𝑥 2 + 𝑦 2 subject to 𝑔(𝑥, 𝑦) = 2𝑥 + 𝑦 ≤ 2.
Solution:
Problem 3 (Support Vector Machine): Recall the soft margin SVM has been discussed
in the class. The original optimization problem for soft margin SVM is
1
Minimize 2 𝒘𝑇 𝒘+C∑ 𝜉𝑖
Subject to 𝑦𝑖 (𝒘𝑇 𝑥𝑖 + 𝑏) ≥ 1 − 𝜉𝑖
Please show that the original optimization problem can be reformulated as below by using
Lagrange multiplier.
1
Maximize ∑ 𝛼𝑖 - ∑ ∑ 𝛼𝑖 𝛼𝑗 𝑦𝑖 𝑦𝑗 𝒙𝑇𝑖 𝒙𝑗
2
Subject to ∑ 𝛼𝑖 𝑦𝑖 = 0, and 0 ≤ 𝛼𝑖 ≤ 𝐶 for all 𝛼𝑖

Problem 4 (Naïve Bayes Classifier): You are a robot in an animal shelter, and must
learn to discriminate Dogs from Cats. You choose to learn a Naïve Bayes classifier. You
are given the following examples:

Consider a new example (Sound=Bark ^ Fur=Coarse ^ Color=Brown). Write these class

probabilities.
Solution: