如何将部分公式实现缩进？

• 代码请给完整，否则别人要手动帮你补全，一些与导言区有关的问题，可能无法复现，这可能增加沟通成本...
• 建议避免使用无意义的「\label{eq:06}」作为标签，设想你突然要增加一个编号公式，那么你很可能面临一次性修改eq:04~eq:20的窘境。可以使用有意义的名称例如「\label{eq:二次优化问题}」，这样引用也方便...
• 可以试试嵌套aligned:

\documentclass{article}
\usepackage[showframe]{geometry}
\usepackage{lipsum}
\usepackage{amsmath}
\begin{document}
\lipsum[2][1-5]
\begin{equation}
    \begin{aligned}
        \min _{a_{i}^{*}, a_{i}} \frac{1}{2} \sum_{i=1}^{n} \sum_{j=1}^{n} & \left(a_{i}^{*}-a_{i}\right)\left(a_{j}^{*}-a_{j}\right) \phi_{Z}\left(X_{i}\right)^{T} \phi_{Z}\left(X_{j}\right)-\sum_{i=1}^{n}\left[y_{i}\left(a_{i}^{*}-a_{i}\right)-\varepsilon\left(a_{i}^{*}+a_{i}\right)\right], \\
        \text { s.t. } \quad & \sum_{i=1}^{n}\left(a_{i}^{*}-a_{i}\right)=0, \\
        & 0 \leq a_{i}^{*}, a_{i} \leq C, \\
        &%<-aligned in aligned inside equation;-) 
        \begin{aligned}
            \phi_{Z}\left(X_{i}\right)^{T} \phi_{Z}\left(X_{j}\right)&=\varphi\left(K_{D E K F}\left(X_{i}, Z\right)\right)^{T} \varphi\left(K_{D E K F}\left(X_{j}, Z\right)\right), \\
            & =\left\langle\varphi\left(K_{D E K F}\left(X_{i}, Z\right)\right), \varphi\left(K_{DEKF}\left(X_{j}, Z\right)\right)\right\rangle, \\
            & =K\left(K_{D E K F}\left(X_{i}, Z\right), K_{D E K F}\left(X_{j}, Z\right)\right),
        \end{aligned} 
    \end{aligned}
\end{equation}

\lipsum[2][1-5]
\end{document}