Least squares problem with constrained optimization
Consider the problem of finding the closest point on the hyperplane $v^tx = b$ to the point a .
(a) Formulate the problem as a linear least squares problem and find the solution.
(b) Reformulate the problem as a constrained optimization problem, $min_x||x-a||_2^2$ subject to $v^tx = b$ and find the formula using Lagrange Multipliers.
My Attempt : Is it good ?
numerical-methods
asked Nov 24 at 21:24
Tazim Taz
467
add a comment |
Consider the problem of finding the closest point on the hyperplane $v^tx = b$ to the point a .
(a) Formulate the problem as a linear least squares problem and find the solution.
(b) Reformulate the problem as a constrained optimization problem, $min_x||x-a||_2^2$ subject to $v^tx = b$ and find the formula using Lagrange Multipliers.
My Attempt : Is it good ?
numerical-methods
asked Nov 24 at 21:24
Tazim Taz
467
add a comment |
Consider the problem of finding the closest point on the hyperplane $v^tx = b$ to the point a .
(a) Formulate the problem as a linear least squares problem and find the solution.
(b) Reformulate the problem as a constrained optimization problem, $min_x||x-a||_2^2$ subject to $v^tx = b$ and find the formula using Lagrange Multipliers.
My Attempt : Is it good ?
numerical-methods
asked Nov 24 at 21:24
Tazim Taz
467
Consider the problem of finding the closest point on the hyperplane $v^tx = b$ to the point a .
(a) Formulate the problem as a linear least squares problem and find the solution.
(b) Reformulate the problem as a constrained optimization problem, $min_x||x-a||_2^2$ subject to $v^tx = b$ and find the formula using Lagrange Multipliers.
My Attempt : Is it good ?
numerical-methods
numerical-methods
asked Nov 24 at 21:24
Tazim Taz
467
asked Nov 24 at 21:24
Tazim Taz
467
asked Nov 24 at 21:24
Tazim Taz
467
asked Nov 24 at 21:24
Tazim Taz
467
asked Nov 24 at 21:24
Tazim Taz
467
467
add a comment |
add a comment |
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