SFWRENG 4O03 Study Guide - Final Guide: Support Vector Machine, Polytope, Hyperplane

• School: McMaster University
• Department: Software Engineering
• Course: SFWRENG 4O03
• Professor: Antoine Deza

Document Summary

Linear program: an optimization problem in which the objective function is linear and each constraint is a linear inequality or equality. Decision variables: describe our choices that are under our control. Objective function: describes a criterion that we wish to max/minimize; does(cid:374)"t ha(cid:448)e a(cid:374) i(cid:374)/e(cid:395)ualit(cid:455) e. g. max 40x + 30y. Integer linear program: a linear program that only deals with integers. Constraints: describe the limitations that restrict our choices for our decision variables, always inequalities. Basic variable: the variables corresponding to the identity matrix, usually have to be set to 0. Slack variable: basic variable greater than constraint, added to turn inequalities into equalities. Surplus variable: equation variable less than constraint, subtracted. Optimal solution: either a maximum or minimum of the objective function based on constraints. Basic solution: a solution which has as many slack variables as basic variables. Basic feasible solution: all basic variables are non-negative. Obtained by setting the non-basic variables to 0.