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Lecture 9A - Linear Optimization(Linear Programming The...

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EE103 Lec 9A (SEJ) 1 Linear Optimization ( Linear Programming ) The basis for nonlinear and combinatorial optimization EE103 Lec 9A (SEJ) 2 The Optimization Problem max ( ) g x x F , . ., ( , ,..., )' 1 2 1 : n x R i e x x x x n n F R g F R = max ( ) min ( ) g x g x x F x F = − 2 2 : , min || || ( ) T T x Ex Linear Least Squares Ax b m n Ax b A A x A b = = ( ) ( ) ( ) T g x Ax b Ax b =
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