# Learning From Data – A Short Course: Exercise 8.11

(a) Show that the problem in (8.21) is a standard QP-problem:

where and ( for dual) are given by:

It is easy to show this, what should be noted here is that:

(b) The matrix of quadratic coefficients is . Show that , where is the ‘signed data matrix’,

Hence, show that is positive semi-definite. This implies that the QP-problem is convex.

It is easy to show that , what should be noted here is that:

Hence is positive semi-definite.

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