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\begin{aligned} \min_{\mathbf{x}}&\quad\|\mathbf{x}-\mathbf{x}_0\|^2\\ s.t.&\quad\mathbf{w}^T\mathbf{x}+b=0 \end{aligned}
xmins.t.∥x−x0∥2wTx+b=0
其中
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\mathbf{w}\neq 0
w=0,
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x0是那个点,
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\mathbf{x},\mathbf{x}_0,\mathbf{w}\in\mathbb{R}^n,b\in\mathbb{R}
x,x0,w∈Rn,b∈R
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L\left(\mathbf{x},\lambda\right)=\|\mathbf{x}-\mathbf{x}_0\|^2+\lambda\left(\mathbf{w}^T\mathbf{x}+b\right)
L(x,λ)=∥x−x0∥2+λ(wTx+b)
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\nabla L\left(\mathbf{x},\lambda\right)=\begin{pmatrix} 2\left(\mathbf{x}-\mathbf{x}_0\right)+\lambda\mathbf{w}\\ \mathbf{w}^T\mathbf{x}+b \end{pmatrix}=0
∇L(x,λ)=(2(x−x0)+λwwTx+b)=0
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\mathbf{x}=\mathbf{x}_0-\frac{\lambda \mathbf{w}}{2}\\ \mathbf{w}^T\mathbf{x}_0-\frac{\lambda \|\mathbf{w}\|^2}{2}+b=0
x=x0−2λwwTx0−2λ∥w∥2+b=0
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\quad\|\mathbf{x}-\mathbf{x}_0\|^2=\frac{\lambda^2\|\mathbf{w}\|^2}{4}=\frac{\left(\mathbf{w}^T\mathbf{x}_0+b\right)^2}{\|\mathbf{w}\|^2}\Rightarrow \mathbf{d}=\frac{\left|\mathbf{w}^T\mathbf{x}_0+b\right|}{\|\mathbf{w}\|}
∥x−x0∥2=4λ2∥w∥2=∥w∥2(wTx0+b)2⇒d=∥w∥∣∣wTx0+b∣∣
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