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Optimization with convex constraints and convex objectives; notions related to convex optimization such as sub-gradients, normal cones, separating hyperplanes

2 votes
1 answer
319 views

Is there a closed-form solution for this problem?

Let $A\in\mathbb{R}^{m\times n}$ be a full column rank matrix. Then there exists a left inverse $A^+$ of $A$. Let $w\in \mathbb{R}^n$ be a vector. Is there a closed-form solution for the following pro …