sanity check for convex optimization book (https://web.stanford.edu/~boyd/cvxbook/) section 2.5.1 on separaing hyperplane theorem
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December 4, 2021 09:47
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| import numpy as np | |
| import matplotlib.pyplot as plt | |
| n_steps = 50 | |
| c, d= np.array([3,3]),np.array([1,2]) | |
| a = c-d | |
| b = (np.linalg.norm(c)**2-np.linalg.norm(d)**2)/2 | |
| x = np.linspace(0, 4, n_steps) | |
| y = np.linspace(0, 4, n_steps) | |
| X, Y = np.meshgrid(x, y) | |
| Z = np.c_[X.flatten(),Y.flatten()]@a-b | |
| Z = Z.reshape(n_steps,n_steps) | |
| fig = plt.figure(0) | |
| ax = plt.subplot(111) | |
| cs = ax.contour(X,Y,Z,levels=20, colors="#666666") | |
| plt.clabel(cs, inline=1, fontsize=10) | |
| plt.plot(c[0],c[1],"o", label="c") | |
| plt.plot(d[0],d[1],"o", label="d") | |
| plt.legend() | |
| plt.show() |
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