定理7.4

证明两者等价

令${\xi }_i=[1-y_i(W{X}_i+b){]}_{+}$ （4）则${\xi }_i\ge 0$ and $y_i\left(W^T{X}_i+b\right)\ge 1-{\xi }_i$

so W,b,${\xi }_i$满足（1）（2）

设$W^{\ast },b^{\ast }$为（3）的最优解，则$W^{\ast },b^{\ast }，{\xi }^{\ast }$满足（1）（2）【$\xi$由（4）构造】

$（0）{|}_{W^{\ast },b^{\ast },{\xi }^{\ast }}=(3){|}_{W^{\ast },b^{\ast }}\le (3){|}_{W,b}=（0）{|}_{W,b,\xi (构造)}\le (0){|}_{W,b,\xi (任意)}$

=:由构造

<=：定义

=：由构造

<=：for any $W,b,\xi$ satisfy (1)&(2) ,suppose some ${\xi }_i\ne [1-y_i(W{X}_i+b){]}_{+}$,if $1-y_i(W{X}_i+b)\le 0$ , then ${\xi }_i>0$, 令${\xi }_i=0=[1-y_i(W{X}_i+b){]}_{+}$可使（0）更小。if$1-y_i(W{X}_i+b)>0$,then${\xi }_i>1-y_i(W{X}_i+b)$ ,令${\xi }_i=1-y_i(W{X}_i+b)=[1-y_i(W{X}_i+b){]}_{+}$ 可使（0）更小。故在Wb确定的情况下，最优的$\xi$必是（4）中所构造的.

so $W^{\ast },b^{\ast }，{\xi }^{\ast }$为（012）的最优解

设$W^{\ast },b^{\ast }，{\xi }^{\ast }$为（012）的最优解，则${\xi }_i^{\ast }=[1-y_i(W{X}_i+b){]}_{+}$

$(3){|}_{W^{\ast },b^{\ast }}=（0）{|}_{W^{\ast },b^{\ast },{\xi }^{\ast }}\le (0){|}_{W,b,\xi (构造)}=(3){|}_{W,b}$

so $W^{\ast },b^{\ast }$为（3）的最优解