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For questions related to machine learning (ML), a type of algorithm that attempts to "learn" how to perform a task without being given an explicit set of rules to follow in order to perform it. Questions on this site relate to the optimization algorithms that underpin ML, applications of ML in practical settings, and other ways that ML can be used as a tool for OR, and vice versa.

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Optimization with two constraints using Lagrange multipliers

As a part of an problem where i deploy the EM-algorithm i got stuck with the m-step that can be summarized into the below problem: Consider the following function: $$f(\alpha_{k,l}, \theta_{n, m}) = \ …
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