Time: 10h00 - 11h00, Tuesday 23.07.2024

Location: Room 617, building A6, Institute of Mathematics (18 Hoang Quoc Viet, Cau Giay, Hanoi)

Abstract: In this presentation, we explore Lagrange duality for optimization problems with geometric constraints. This new model enables us to provide a straightforward proof of strong duality for semidefinite programming. We then apply our method to examine strong duality for the support vector machine, an important problem in machine learning for classification. Specifically, we study Lagrange strong duality for a new support vector machine model that incorporates a geometric constraint