As far as I know, most machine learning algorithms solve unconstrained optimisation problems, i.e., if we were to unroll all the neurons into symbolic expressions we would end up with a massive objective function and no constraints.
I read somewhere that SVM algorithms solve constrained problems instead, so I am wondering:
which machine learning algorithms actually solve constrained optimisation problems?
Just to clarify, my question is with respect to using constrained optimisation as part of the algorithm, not feeding constrained problems in.