Let $A \in \mathbb{R}^{n \times m}$, $b \in \mathbb{R}^n$. Suppose $m \ll n$. How to solve $\min_{x \in \mathbb{R}^n} b^\top x + \frac{1}{2} x^\top AA^\top x$ efficiently?
Efficient algorithm for solving a convex quadratic minimization
O. Richard
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