1. a2newa_2^{new}a​2​new​​的修剪

根据对偶函数的限制条件可知:
0≤a1≤C0≤a2≤C1 \begin{aligned} 0 \le a_1 \le C \\ 0 \le a_2 \le C && {1} \end{aligned}

把a2a_2用a1a_1表示得:
0≤−ξ−a2y2y1≤C2 \begin{aligned} 0 \le \frac {-\xi - a_2y_2}{y_1} \le C &&{2} \end{aligned}

由于y1y_1和y2y_2的取值只能是1或者-1,而1或-1会对不等号的化简影响不同,所以把公式(2)分成4种情况:

  1. y1=y2=1y_1 = y_2 = 1
    −C−ξ≤a2≤−ξa1+a2=−ξ \begin{aligned} -C - \xi \le a_2 \le -\xi \\ a_1+a_2=-\xi \end{aligned} 得:
    −C+a1+a2≤a2new≤a1+a2 -C+a_1+a_2 \le a_2^{new} \le a_1 + a_2

  2. y1=1,y2=−1y_1 = 1, y_2 = -1
    ξ≤a2≤C+ξa2−a1=ξ \begin{aligned} \xi \le a_2 \le C+\xi \\ a_2 - a_1 = \xi \end{aligned} 得:
    a2−a1≤a2new≤C+a2−a1 a_2 - a_1 \le a_2^{new} \le C + a_2 - a_1

  3. y1=−1,y2=1y_1 = -1, y_2 = 1 −ξ≤a2≤C−ξa2−a1=−ξ \begin{aligned} -\xi \le a_2 \le C-\xi \\ a_2 - a_1 = -\xi \end{aligned} 得:
    a2−a1≤a2new≤C+a2−a1 a_2 - a_1 \le a_2^{new} \le C + a_2 - a_1

  4. y1=y2=−1y_1 = y_2 = -1
    ξ−C≤a2≤ξa1+a2=ξ \begin{aligned} \xi-C \le a_2 \le \xi \\ a_1 + a_2 = \xi \end{aligned} 得:
    −C+a1+a2≤a2new≤a1+a2 -C+a_1+a_2 \le a_2^{new} \le a_1 + a_2

综合以上结果得:
当y1y2<0时, max(0,a2−a1)≤a2new≤min(C,C+a2−a1) \max (0, a_2 - a_1) \le a_2^{new} \le \min(C, C + a_2 - a_1) 当y1y2>0时, max(0,−C+a1+a2)≤a2new≤min(C,a1+a2) \max (0, -C+a_1+a_2) \le a_2^{new} \le \min(C, a_1 + a_2)

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