(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.