Questions tagged [least-squares]
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Standard solution to semidefinite program [closed]
I have an optimization problem of the following form
$$\text{minimize} \,\|Qa-b\|_2 \quad \text{ subject to } Q \succeq 0$$
where $a,b \in \mathbb{R}^n$ are given and the $n \times n$ square matrix ...
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Symmetric linear least-squares solution
Given tall matrices $A$ and $Y$ and the following overdetermined linear system in square matrix $X$
$$AX=Y$$
is there an explicit formula for the least-squares solution if $X$ is constrained to be ...